Investors' behavior and futures markets : a dynamic CAPM augmented GJR-GARCH process approach with non-normal distribution
Year of publication: |
2014
|
---|---|
Authors: | Malik, Imran Riaz ; Shah, Attaullah |
Published in: |
Pakistan journal of applied economics. - Karachi, ISSN 0254-9204, ZDB-ID 856892-3. - Vol. 24.2014, 2, p. 121-142
|
Subject: | Futures | Terminbörse | Futures exchange | CAPM | ARCH-Modell | ARCH model | Pakistan | 2009 |
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