Sökning: "EGARCH-M"
Hittade 1 uppsats innehållade ordet EGARCH-M.
1. Risky Relations - A study of the relationship between expected stock returns and volatility on the international market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This econometric study examines the relationship between expected returns and volatility in ten industrialized countries. It includes three models; GARCH-M, EGARCH-M and the PARCH-M model. LÄS MER
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