Modelling return and conditional volatility exposures in global stock markets

Charlie X Cai, Robert W Faff, David J Hillier, Michael D McKenzie

    Research output: Contribution to journalArticleResearchpeer-review

    5 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)125 - 142
    Number of pages18
    JournalReview of Quantitative Finance and Accounting
    Volume27
    Issue number2
    DOIs
    Publication statusPublished - 2006

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