Essays about: "Alexandra Cabak"

Found 1 essay containing the words Alexandra Cabak.

  1. 1. Risky Relations - A study of the relationship between expected stock returns and volatility on the international market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alexandra Cabak; Sara Bergmark; [2010]
    Keywords : Expected stock return; volatility; GARCH-M; PARCH-M; EGARCH-M; Business and Economics;

    Abstract : This econometric study examines the relationship between expected returns and volatility in ten industrialized countries. It includes three models; GARCH-M, EGARCH-M and the PARCH-M model. READ MORE