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

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.

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1 citations in Scopus
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ID Code: 52113
Item Type: Journal Article
Refereed: Yes
Keywords: Risk-Return Trade-off, Volatility Models, ICAPM, MIDAS, Asian Pacific markets, Conditional Variance
ISSN: 1450-2275
Subjects: Australian and New Zealand Standard Research Classification > ECONOMICS (140000)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 19 Jul 2012 06:27
Last Modified: 03 Dec 2012 02:06

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