Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/16608 |
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sg-nus-scholar.10635-166082024-10-27T03:00:08Z Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach SHEN XIAOYI ECONOMICS TSUI KA CHENG, ALBERT volatility timing, GARCH, weekday effect, currency risk exposure Master's MASTER OF SOCIAL SCIENCES 2010-04-08T11:07:00Z 2010-04-08T11:07:00Z 2009-02-04 Thesis SHEN XIAOYI (2009-02-04). Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16608 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
volatility timing, GARCH, weekday effect, currency risk exposure |
| spellingShingle |
volatility timing, GARCH, weekday effect, currency risk exposure SHEN XIAOYI Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| description |
Master's |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS SHEN XIAOYI |
| format |
Theses and Dissertations |
| author |
SHEN XIAOYI |
| author_sort |
SHEN XIAOYI |
| title |
Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| title_short |
Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| title_full |
Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| title_fullStr |
Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| title_full_unstemmed |
Volatility Timing of Funds under CPF Investment Scheme: A GARCH Model Approach |
| title_sort |
volatility timing of funds under cpf investment scheme: a garch model approach |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/16608 |
| _version_ |
1821221147546484736 |