Modelling return and conditional volatility exposures in global stock markets
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
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Welt | World |
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