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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of financial analysis"
~person:"Faff, Robert W."
~person:"Friedman, Craig"
~person:"Shleifer, Andrei"
~subject:"ARCH model"
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International journal of theoretical and applied finance
International review of financial analysis
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Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
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