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Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert W.; … - In: Asymmetric dependence in finance : diversification, …, (pp. 263-289). 2018
Persistent link: https://www.econbiz.de/10011978511
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GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Papers in efficiency, effectiveness and international …, (pp. 141-151). 2000
Persistent link: https://www.econbiz.de/10001586273
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Information transmission across stock and bond markets : international evidence
Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Stock market volatility, (pp. 293-310). 2009
Persistent link: https://www.econbiz.de/10003830479
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A practical guide to gold as an investment asset
Cai, Charlie X.; Clacher, Iain; Faff, Robert W.; … - In: The handbook of commodity investing, (pp. 712-735). 2008
Persistent link: https://www.econbiz.de/10003795269
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The rights offering paradox : some new evidence
Balachandran, Balasingham; Faff, Robert W.; Theobald, … - 2007
Persistent link: https://www.econbiz.de/10003753559
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L.; … - In: Latin American financial markets : developments in …, (pp. 329-344). 2004
Persistent link: https://www.econbiz.de/10002608146