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~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Pan, Ming-Shiun"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
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Estimation
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1974-1992
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Al Refai, Hisham M.
Brooks, Robert
Pan, Ming-Shiun
Faff, Robert W.
2
Fan, Tan Pooi
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Lin, William T.
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Liu, Y. Angela
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Trifts, Jack W.
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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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Abacus : a journal of accounting, finance and business studies
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Australian journal of management
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Journal of empirical finance
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Journal of financial management, markets and institutions
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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Papers in efficiency, effectiveness and international competitiveness
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Studies in economics and finance
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The term structure of return correlations : the US and Pacific-Basin stock markets
Pan, Ming-Shiun
;
Liu, Y. Angela
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 233-249
Persistent link: https://www.econbiz.de/10001695519
Saved in:
2
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
Saved in:
3
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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