Risk and returns in the Asian Pacific markets: The MIDAS approach


Autoria(s): Li, Bin; Su, Jen Je; Wu, Sean
Data(s)

2011

Identificador

http://eprints.qut.edu.au/52113/

Publicador

EuroJournals

Relação

Li, Bin, Su, Jen Je, & Wu, Sean (2011) Risk and returns in the Asian Pacific markets: The MIDAS approach. The European Journal of Economics, Finance and Administrative Sciences, 2011(30), pp. 76-83.

Fonte

QUT Business School; School of Economics & Finance

Palavras-Chave #140000 ECONOMICS #Risk-Return Trade-off, Volatility Models, ICAPM, MIDAS, Asian Pacific markets, Conditional Variance
Tipo

Journal Article