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Trait volatility on stock returns impact analysis

Author: WangPing
Tutor: LiuYuCan
School: Nanjing University of Technology and Engineering
Course: Finance
Keywords: Volatility characteristics Fama-French three- factor model EGARCH model Portfolio Analysis Cross-sectional regression analysis
CLC: F224
Type: Master's thesis
Year: 2012
Downloads: 72
Quote: 0
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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