Modelling return and conditional volatility exposures in global stock markets
Charlie X. Cai, Robert W. Faff, David J. Hillier, Michael D. McKenzie
| Year of publication: |
2006
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|---|---|
| Authors: | Cai, Charlie X. ; Faff, Robert W. ; Hillier, David ; McKenzie, Michael D. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 27.2006, 2, p. 125-142
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| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003349568