Category:Accounting and Finance
Table Of Contents: Volume 36 Issue 10
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunamiHung‐Chun Liu, Jui‐Cheng Hung
The purpose of this paper is to apply alternative GARCH‐type models to daily volatility forecasting, and apply Value‐at‐Risk (VaR) to the Taiwanese stock index futures…
The purpose of this paper is to examine the nature and extent of instability of capital asset pricing model (CAPM) beta in a small emerging capital market.
Online date, start – end:1975
Copyright Holder:Emerald Publishing Limited
- Professor Don Johnson