Essays about: "Alexandra Cabak"
Found 1 essay containing the words Alexandra Cabak.
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1. Risky Relations - A study of the relationship between expected stock returns and volatility on the international market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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