Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?
Year of publication: |
2019
|
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Authors: | Shen, Xiaoyi ; Tsui, Albert K. ; Zhang, Zhaoyong |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 4/106, p. 1-16
|
Subject: | currency risk exposure | GARCH | volatility timing | weekday effect | Volatilität | Volatility | Singapur | Singapore | Investmentfonds | Investment Fund | ARCH-Modell | ARCH model | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Wechselkurs | Exchange rate | Zeit | Time | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7040106 [DOI] hdl:10419/257944 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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