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Asymmetric volatility and risk return relationship in international stock markets

Karmakar, M.

Asymmetric volatility and risk return relationship in international stock markets J8564 2007 - 2007 - 136-150 V. 6 Issue. 2

Subjects--Topical Terms:
Management

Subjects--Index Terms: Volatility clustering;Leverage effects;GARCH;TGARCH-M;Risk return relationship;

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