Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

Publisher： John Wiley & Sons Inc

E-ISSN： 1540-6261|22-1082|3|987-1035

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.3, 2013-06, pp. : 987-1035

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