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

Bibliographic Details
Main Authors: Ling, Lynn, Goi, Chai
Other Authors: Wenchang Fang
Format: Conference Paper
Published: International Business Academics Consortium (iBAC) and Academy of Taiwan Information Systems Research (ATISR) 2009
Online Access:http://hdl.handle.net/20.500.11937/32371
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author Ling, Lynn
Goi, Chai
author2 Wenchang Fang
author_facet Wenchang Fang
Ling, Lynn
Goi, Chai
author_sort Ling, Lynn
building Curtin Institutional Repository
collection Online Access
first_indexed 2025-11-14T08:27:48Z
format Conference Paper
id curtin-20.500.11937-32371
institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T08:27:48Z
publishDate 2009
publisher International Business Academics Consortium (iBAC) and Academy of Taiwan Information Systems Research (ATISR)
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-323712017-02-28T01:51:55Z A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600 Ling, Lynn Goi, Chai Wenchang Fang 2009 Conference Paper http://hdl.handle.net/20.500.11937/32371 International Business Academics Consortium (iBAC) and Academy of Taiwan Information Systems Research (ATISR) restricted
spellingShingle Ling, Lynn
Goi, Chai
A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title_full A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title_fullStr A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title_full_unstemmed A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title_short A Study of Risk and Return Relationship Using Garch-M Model: A Comperative Study Between S&P 500 and S&P 600
title_sort study of risk and return relationship using garch-m model: a comperative study between s&p 500 and s&p 600
url http://hdl.handle.net/20.500.11937/32371