Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021
asset pricing model), option pricing model, portfolio analysis, and others. In recent times, an increased importance has …, investment horizon and market conditions / S-N Chen and C F Lee. VG NGARCH versus GARJI model for asset price dynamics / L-J Kao … / C F Lee. Credit analysis, bond rating forecasting, and default probability estimation / C F Lee. Market model, CAPM, and …