Title of article
The relationship between stock returns and volatility in international stock markets
Author/Authors
Qi Li، نويسنده , , Jian Yang، نويسنده , , Cheng Hsiao، نويسنده , , Young-Jae Chang، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
16
From page
650
To page
665
Keywords
GARCH , Semiparametric estimation , Risk–return tradeoff
Journal title
Journal of Empirical Finance
Serial Year
2005
Journal title
Journal of Empirical Finance
Record number
130816
Link To Document