Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach (Q1025347)
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scientific article; zbMATH DE number 5566455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach |
scientific article; zbMATH DE number 5566455 |
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Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach (English)
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18 June 2009
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China stock market
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market segmentation
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expected return
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market price of risk
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multivariate GARCH
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