Skip to main navigation
Skip to search
Skip to main content
CityUHK Scholars Home
Researcher Login
Home
Researchers
Research units
Research output
Projects
Activities
Prizes
Student theses
Datasets
Impacts
Press/Media
Search by expertise, name or affiliation
Top PhD Paper Award, Midwest Finance Association General Meetings, Midwest Finance Association
&
Department of Economics and Finance
Prize
:
RGC 64B - Prizes and awards
Description
Title of work: Extreme News Events Long-memory Volatility and Time Varying Risk Premia in Stock Market Returns
Awarded date
7 Mar 2009
Granting Organisations
Midwest Finance Association General Meetings, Midwest Finance Association
Fingerprint
Finance
100%
Volatility
50%
X