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A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600

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Authors
Ling, Lynn
Goi, Chai
Date
2009
Type
Conference Paper

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Ling, L. and Goi, C. 2009. A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600, in Wenchang Fang (ed), International Conference on Business and Information (BAI2009), Jul 6 2009. Kuala Lumpur, Malaysia: International Business Academics Consortium (iBAC) and Academy of Taiwan Information Systems Research (ATISR).
Source Title
International Conference on Business and Information (BAI2009)
Source Conference
International Conference on Business and Information (BAI2009)
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Curtin Sarawak
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