Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data
Thomas C. Chiang, Shuh-Chyi Doong
| Year of publication: |
1999
|
|---|---|
| Authors: | Chiang, Thomas C. ; Doong, Shuh-Chyi |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 10.1999, 2, p. 187-200
|
| Subject: | Aktie | Share | Kapitaleinkommen | Capital income | Risiko | Risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Taiwan | Wirkungsanalyse | Impact assessment | 1987-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In:Global finance journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001493043