Conditional Volatility Models for Risk Ratings and Risk Returns
Modelling the Riskiness in Country Risk Ratings
ISBN: 978-0-44451-837-8, eISBN: 978-1-84950-832-2
Publication date: 23 April 2005
Citation
Hoti, S. and McAleer, M. (2005), "Conditional Volatility Models for Risk Ratings and Risk Returns", Hoti, S. and McAleer, M. (Ed.) Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, Vol. 273), Emerald Group Publishing Limited, Leeds, pp. 337-347. https://doi.org/10.1108/S0573-8555(2005)0000273008
Publisher
:Emerald Group Publishing Limited
Copyright © 2005, Emerald Group Publishing Limited