A multi-country study of power ARCH models and national stock market returns

Robert Darren Brooks, Robert Faff, Michael McKenzie, H Mitchell

Research output: Contribution to journalArticleResearchpeer-review

60 Citations (Scopus)
Original languageEnglish
Pages (from-to)377 - 397
Number of pages21
JournalJournal of International Money and Finance
Volume19
Issue number3
Publication statusPublished - 2000

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