Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Hui Guo, Christopher J. Neely
| Year of publication: |
2008
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|---|---|
| Authors: | Guo, Hui ; Neely, Christopher J. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 2, p. 371-374
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| Subject: | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003723835