Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model
Year of publication: |
2008
|
---|---|
Authors: | Guo, Hui ; Neely, Christopher J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 99.2008, 2, p. 371-374
|
Saved in:
Saved in favorites
Similar items by person
-
Guo, Hui, (2006)
-
Foreign exchange volatility is priced in equities
Guo, Hui, (2008)
-
Guo, Hui, (2008)
- More ...