Modeling conditional return autocorrelation

Michael D McKenzie, Robert W Faff

    Research output: Contribution to journalArticleResearchpeer-review

    9 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)23 - 42
    Number of pages20
    JournalInternational Review of Financial Analysis
    Volume14
    Issue number1
    DOIs
    Publication statusPublished - 2005

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