篇名 | Examining Multiple Volatility and Co-movement States as Well as Beta Coefficients of International Stock Markets |
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卷期 | 13(特刊) |
作者 | Li, Leon Ming-yuan 、 Lin, William Hisou-wei |
頁次 | 41-71 |
關鍵字 | Multi-β international capital asset pricing model 、 Equity return volatility 、 Correlation in international equity returns 、 Abnormal returns 、 Makov-switching model 、 TSSCI |
出刊日期 | 2005 |