Narrow search
Showing 1 - 6 of 6
Cover Image
Modelling Australian stock market volatility
Brailsford, Timothy J.; Faff, Robert W. - 1993
Persistent link: https://www.econbiz.de/10000878805
Cover Image
Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig; Zhang, Yangyong; Huang, Jinggang - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
Cover Image
Modeling the risk and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Cover Image
A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W. - 1990
Persistent link: https://www.econbiz.de/10000849358
Cover Image
The behaviour of Australian stock market volatility
Brailsford, Timothy J.; Faff, Robert W. - 1992
Persistent link: https://www.econbiz.de/10000849418
Cover Image
Capital market anomalies : a survey of the evidence
Faff, Robert W. - 1992
Persistent link: https://www.econbiz.de/10000849420