Investors' behavior and futures markets : a dynamic CAPM augmented GJR-GARCH process approach with non-normal distribution
Imran Riaz Malik and Attaullah Shah
| Year of publication: |
2014
|
|---|---|
| Authors: | Malik, Imran Riaz ; Shah, Attaullah |
| Published in: |
Pakistan journal of applied economics. - Karachi : [Verlag nicht ermittelbar], 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 |
| 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/10011561707