Contrarian profits and time-varying systematic risk in Asian stock markets
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 101 === This study uses DCC-TGARCH model to examine time variation in systematic risk and contrarian strategy for winner and loser portfolios in eight Asian stock markets. The study period is from January, 1993 to December, 2010. Moreover, this study focuses on th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87071243574996877079 |