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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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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