---
title: Volatility, Growth, and Returns
url: https://www.ml-quant.com/papers/repec/oup-jfinec-v-21-y-2023-i-3-p-616-650/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:oup:jfinec:v:21:y:2023:i:3:p:616-650.
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbab011%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A21%3Ay%3A2023%3Ai%3A3%3Ap%3A616-650.
featured: 2024-03-06
citations: unknown
topic: Derivatives & Volatility
---


# Volatility, Growth, and Returns

The research suggests using the characteristic function to estimate linear models with errors in financial econometrics, with applications to the capital asset pricing model.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1093%2Fjjfinec%2Fnbab011%3Bh%3Drepec%3Aoup%3Ajfinec%3Av%3A21%3Ay%3A2023%3Ai%3A3%3Ap%3A616-650.
- Identifier: RePEc:oup:jfinec:v:21:y:2023:i:3:p:616-650.
- Released: 2023-10-20
- First featured: Quant Letter No. 39 (2024-03-06): https://www.ml-quant.com/issues/2024-03-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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