Modeling conditional return autocorrelation
| Year of publication: |
2005
|
|---|---|
| Authors: | McKenzie, Michael D. ; Faff, Robert W. |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 14.2005, 1, p. 23-42
|
| Publisher: |
Elsevier |