完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Jaeun Shin | |
| dc.date.accessioned | 2020-08-25T06:22:14Z | - |
| dc.date.available | 2020-08-25T06:22:14Z | - |
| dc.date.issued | 2005/04/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2237 | - |
| dc.description.abstract | Both 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.extent | 13 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume4No1 | |
| dc.subject | emerging markets|stock returns|volatility|semiparametric GARCH | |
| dc.title | Stock Returns and Volatility in Emerging Stock Markets | |
| dc.type | 期刊篇目 | |
| 分類: | Volume04,No.1 | |
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