Revisiting the relationship between risk and return
Farooq Malik
| Year of publication: |
2015
|
|---|---|
| Authors: | Malik, Farooq |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 1, p. 25-40
|
| Subject: | Volatility | GARCH | Structural breaks | Risk | Volatilität | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Risiko |
| Extent: | graph. Darst. |
|---|---|
| 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/10011327668