A Risk Return Relation in Stock Markets : Evidence from a New Semi-Parametric GARCH-in-Mean Model /

Bibliographic Details

Main Author:	Hongsakulvasu, Napon (Author)
Other Authors:	Xu, Ke-Li (Thesis advisor)
Format:	Thesis eBook
Language:	English
Published:	[College Station, Texas] : [Texas A & M University], [2015]
Subjects:	Major Economics. GARCH-in-Mean Risk return relation
Online Access:	Link to OAK Trust copy