Momentum profits and the transitory and permanent components of volatility: evidence from Taiwan
Year of publication: |
2019
|
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Authors: | Liau, Yung-Shi |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 18.2019, 11, p. 1169-1178
|
Subject: | Volatility | Momentum | AC-GARCH model | Volatilität | Taiwan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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