Time varying behavior of share returns in Australia : 1988-2004
Yew-Choe Lum (Executive Director, IVOS Education Sdn. Bhd.), Sardar M. N. Islam (Victoria University City Flinders Campus, Melbourne, Victoria, Australia)
| Year of publication: |
March 2016
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|---|---|
| Authors: | Lum, Yew-Choe ; Islam, Sardar M. N. |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 19.2016, 1, p. 1-14
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| Subject: | Asymmetric effects | GARCH | conditional CAPM | share return | Australien | Australia | Kapitaleinkommen | Capital income | CAPM | ARCH-Modell | ARCH model | Schätzung | Estimation | Börsenkurs | Share price | Aktie | Share |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091516500041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011490553