Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies
Jingzhen Liu
| Year of publication: |
2019
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|---|---|
| Authors: | Liu, Jingzhen |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 243-257
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| Subject: | Asymmetric | Chinese stock market | Out-of-sample | Risk-return trade-off | Time-varying | Schätzung | Estimation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | China | Risiko | Risk | ARCH-Modell | ARCH model | Volatilität | Volatility | CAPM | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135907