Sin Chor-Yiu

Chor-Yiu Sin

Information about the author Chor-Yiu Sin will soon be added to the site.
Found 1 papers in total
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
Modelling the absolute returns of different stock indices: Exploring the forecastability of an alternative measure of risk
2000
Conventional measures of the risk of a financial asset make use of the unobserved...
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