Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Hui Guo, Christopher J. Neely
Year of publication: |
2008
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Authors: | Guo, Hui ; Neely, Christopher J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 2, p. 371-374
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Subject: | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Welt | World |
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