Modelling return and conditional volatility exposures in global stock markets
| Year of publication: |
2006
|
|---|---|
| Authors: | Cai, Charlie X. ; Faff, Robert W. ; Hillier, David J. ; Mckenzie, Michael D. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 27.2006, 2, p. 125-142
|