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Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model

Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset PricingInternational FinanceInternational Stock MarketsMarket TrendFinancial EconometricsManagementBusinessComponent Garch ModelInternational RiskIntertemporal Risk–return RelationFinanceFinancial Risk