Selecting the portfolio investment strategy under political structure change in United States

Yi-Hsien Wang () and Chung-Chu Chuang

Quality & Quantity: International Journal of Methodology, 2009, vol. 43, issue 5, 845-854

Keywords: Conditional heteroskedasticity; GJR-GARCH-M; Long-term political structure; Portfolio investment strategy; Volatility asymmetry (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11135-008-9191-x

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