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dc.contributor.authorJaeun Shin
dc.date.accessioned2020-08-25T06:22:14Z-
dc.date.available2020-08-25T06:22:14Z-
dc.date.issued2005/04/01
dc.identifier.issnissn16070704
dc.identifier.urihttp://dspace.fcu.edu.tw/handle/2376/2237-
dc.description.abstractBoth parametric and semiparametric GARCH in mean estimations find a positive but insignificant relationship between expected stock returns and volatility in emerging stock markets. The 1997–1998 global emerging market crisis seems to induce changes in GARCH parameters.
dc.description.sponsorship逢甲大學
dc.format.extent13
dc.language.iso英文
dc.relation.ispartofseriesinternational journal of business and economics
dc.relation.isversionofVolume4No1
dc.subjectemerging markets|stock returns|volatility|semiparametric GARCH
dc.titleStock Returns and Volatility in Emerging Stock Markets
dc.type期刊篇目
分類:Volume04,No.1

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