Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS
Yeong-Jia Goo; Feng-Huei Chang; Kuo-Liang Chiu
| Year of publication: |
2015
|
|---|---|
| Authors: | Goo, Yeong-Jia ; Chang, Feng-Huei ; Chiu, Kuo-Liang |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 6.2015, 2, p. 153-164
|
| Subject: | Mutual Fund | Stock Selectivity | Timing Ability | GARCH | Nonlinear GLS | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Taiwan | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Kapitalanlage | Financial investment |
| 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/10011286014