Risk-return tradeoff in Chinese stock markets : some recent evidence
Year of publication: |
2015
|
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Authors: | Chen, Menggen |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 10.2015, 3, p. 448-473
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Subject: | Volatility | Stock returns | Asymmetric effect | GARCH-M type models | Kapitaleinkommen | Capital income | Volatilität | Aktienmarkt | Stock market | China | ARCH-Modell | ARCH model | Schätzung | Estimation | Risiko | Risk |
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