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Conditional Volatility Models for Risk Ratings and Risk Returns

Michael McAleer

Modelling the Riskiness in Country Risk Ratings

ISBN: 978-0-44451-837-8, eISBN: 978-1-84950-832-2

Publication date: 23 April 2005

Citation

Hoti, S. and McAleer, M. (2005), "Conditional Volatility Models for Risk Ratings and Risk Returns", Hoti, S. and McAleer, M. (Ed.) Modelling the Riskiness in Country Risk Ratings (Contributions to Economic Analysis, Vol. 273), Emerald Group Publishing Limited, Leeds, pp. 337-347. https://doi.org/10.1108/S0573-8555(2005)0000273008

Publisher

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Emerald Group Publishing Limited

Copyright © 2005, Emerald Group Publishing Limited