Empirical Analysis of the Market Risk of Chinese Open-Ended Funds Based on GARCH-VaR Models.

Jian Wang Xiaotao Wu Mingli Zhong

Published in: CSO (1) (2009)

Keyphrases

open ended
empirical analysis
listed companies
empirical studies
theoretical analysis
risk measures
learning outcomes
credit risk
var model
long term
stock market
chinese characters
impulse response
investment strategies