Pricing of risk and volatility dynamics on an emerging stock market : evidence from both aggregate and disaggregate data
Faisal Khan, Saif-Ur Rehman, Hashim Khan and Tie Xu
| Year of publication: |
2016
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|---|---|
| Authors: | Khan, Faisal ; Ur Rehman, Saif ; Khan, Hashim ; Xu, Tie |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 29.2016, 1, p. 799-815
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| Subject: | Asymmetry and leverage effect | stock market volatility | risks-return trade-off and GARCH models | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Schwellenländer | Emerging economies | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| 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/10012222011