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

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)76 - 90
Number of pages15
JournalJournal of Business & Economic Statistics
Volume25
Issue number1
DOIs
Publication statusPublished - 2007
Externally publishedYes

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