Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (Q1934775)
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scientific article; zbMATH DE number 6132381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model |
scientific article; zbMATH DE number 6132381 |
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (English)
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29 January 2013
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GARCH-in-mean
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component GARCH
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risk
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return
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international stock market
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0.8548111
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0.8475669
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0.8454002
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0.84387887
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0.8380425
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