Investments in the asian water sector: an analysis based on the dcc-garch model

HIGHLIGHTS

  • who: Rajibur Reza from the Griffith University have published the research work: Investments in the Asian water sector: an analysis based on the DCC-GARCH model, in the Journal: (JOURNAL) of April/30,/2018
  • what: In this study, five Asian markets are investigated pertaining to the private water industry: namely China, Hong Kong, Japan, the Philippines and Singapore. In so doing, the authors examine the performance of the water sector in five Asian markets. The aim of this study is to investigate the dynamic relationships among five Asian water indices and their volatility and returns . . .

     

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