Forecasting the volatility of Australian stock returns: Do common factors help?

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	76 - 90
Number of pages	15
Journal	Journal of Business & Economic Statistics
Volume	25
Issue number	1
DOIs	https://doi.org/10.1198/073500106000000440
Publication status	Published - 2007
Externally published	Yes

Access to Document

@article{66498b5df5504e3f85e944508fe6b248,

title = "Forecasting the volatility of Australian stock returns: Do common factors help?",

author = "Heather Anderson and Farshid Vahid-Araghi",

year = "2007",

doi = "10.1198/073500106000000440",

language = "English",

volume = "25",

pages = "76 -- 90",

journal = "Journal of Business & Economic Statistics",

issn = "0735-0015",