Judy Qiu

University of Queensland - Business School

4072 Brisbane, Queensland

Australia

SCHOLARLY PAPERS

1

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206

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Scholarly Papers (1)

1.

Business Cycles and Mutual Fund Timing Performance: An Application of Regime Switching and GARCH Modeling

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29 Posted: 22 Aug 2011 Last Revised: 25 Aug 2011
University of Queensland - Business School, University of Queensland and University of Queensland - Business School
Downloads 206 (145,716)

Abstract:

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Business cycle, GARCH, Regime-switching, Mutual Funds, Timing