Variation in stock return risks : an international comparison
Year of publication: |
2009
|
---|---|
Authors: | Chiou, Wan-jiun Paul ; Lee, Alice C. ; Lee, Cheng F. |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 12.2009, 2, p. 245-266
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Marktrisiko | Market risk | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Entwicklungsländer | Developing countries | Industrieländer | Industrialized countries | 1992-2003 |
-
Variation in Stock Returns Risks : An International Comparison
Chiou, Wan-Jiun Paul, (2010)
-
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli, (2018)
-
Bhowmik, Roni, (2018)
- More ...
-
Stock return, risk, and legal environment around the world
Chiou, Wan-jiun Paul, (2010)
-
Stock return, risk, and legal environment around the world
Chiou, Wan-jiun Paul, (2024)
-
Variation in Stock Return Risks: An International Comparison
Chiou, Wan-Jiun Paul, (2009)
- More ...