The intertemporal relation between Risk and Stock Returns-Evidence from listed companies in Taiwan
碩士 === 國立政治大學 === 經濟學系 === 101 === This paper explores the intertemporal relation between risk and stock returns for a cross section of size/book-to-market portfolios with listed companies in Taiwan. We use the BEKK bivariate generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) mod...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/17409216711509202939 |