Chang, Chia-Lin; McAleer, Michael; Hsu, Hsu, H-K. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
the volatility size effects for firm performance, regardless of firm size and estimation period. Furthermore, the risk …This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism … Taiwan. Four conditional univariate GARCH models are used to estimate the volatility in the stock indexes for large and small …