Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model
| 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 7172102. - Vol. 99.2008, 2, p. 371-374
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