The relationship between stock returns and volatility in international stock markets
Qi Li, Jian Yang, Cheng Hsiao, Young-Jae Chang
| Year of publication: |
2005
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|---|---|
| Authors: | Li, Qi ; Yang, Jian ; Hsiao, Cheng ; Chang, Young-jae |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 5, p. 650-665
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | CAPM | ARCH-Modell | ARCH model | Welt | World | 1980-2001 |
| 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/10003190360