Movements in Australian Stock Volatility: A Disaggregated Approach
Year of publication: |
2005
|
---|---|
Authors: | Sault, Stephen |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 30.2005, 2, p. 303-320
|
Publisher: |
Australian School of Business |
Subject: | VOLATILITY | DISAGGREGATION OF VOLATILITY | CORRELATION | TIME-SERIES TRENDS | DIVERSIFICATION BENEFITS |
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