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~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Galagedera, Don U. A."
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"Schwert and Seguin (1990) model"
~subject:"Volatilität"
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Australia
Börsenkurs
Schwert and Seguin (1990) model
Volatilität
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Estimation
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1974-1995
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Dynamische Wirtschaftstheorie
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Al Refai, Hisham M.
Brooks, Robert
Galagedera, Don U. A.
Faff, Robert W.
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Fan, Tan Pooi
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Lin, William T.
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Advances in investment analysis and portfolio management : a research annual
Applied financial economics
4
International review of economics & finance : IREF
3
Applied financial economics letters
2
Australian economic papers
2
Journal of emerging market finance
2
Journal of international financial markets, institutions & money
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22nd Australasian Finance and Banking Conference 2009
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Abacus : a journal of accounting, finance and business studies
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Australian journal of management
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International journal of emerging markets
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International review of financial analysis
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Malaysian journal of economic studies
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A test of a new dynamic CAPM
Faff, Robert W.
;
Brooks, Robert
;
Fan, Tan Pooi
- In:
Advances in investment analysis and portfolio …
8
(
2001
),
pp. 133-159
Persistent link: https://www.econbiz.de/10001640879
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2
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
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