ARCH effects in multifactor market-timing models of Polish mutual funds
Year of publication: |
2012
|
---|---|
Authors: | Olbryś, Joanna |
Published in: |
Folia oeconomica Stetinensia : FOS. - Szczecin : Wydawn. Naukowe Uniw. Szczecińskiego, ISSN 1730-4237, ZDB-ID 2672877-1. - Vol. 10.2011, 2, p. 60-80
|
Subject: | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance | Zeit | Time | ARCH-Modell | ARCH model | Börse | Bourse | Polen | Poland | 2003-2010 |
-
Goo, Yeong-Jia, (2015)
-
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele, (2013)
-
Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?
Shen, Xiaoyi, (2019)
- More ...
-
Olbryś, Joanna, (2020)
-
Majewska, Elżbieta, (2017)
-
Olbryś, Joanna, (2015)
- More ...