News and expected returns in East Asian equity markets : the RV-GARCHM model
Vance L. Martin, Chrismin Tang, Wenying Yao
| Year of publication: |
2018
|
|---|---|
| Authors: | Martin, Vance ; Tang, Chrismin ; Yao, Wenying |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 57.2018, p. 36-52
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| Subject: | Mean impact curve | Realized GARCH | Realized volatility | Relative risk aversion | Risk-return trade-off | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market | Risikoaversion | Risk aversion | CAPM | Ostasien | East Asia | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2018.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102777