Chen, Menggen - In: International Journal of Emerging Markets 10 (2015) 3, pp. 448-473
. The fourth question is to compare the explanation power of different GARCH-M type models which are all widely used in … specifications of GARCH-M type models are used to test the risk-return tradeoff. Additionally, some diagnostic checks proposed by … group of variant specifications of GARCH-M type models are used to test the risk-return tradeoff. In particular, the author …
