Original language | English |
---|---|
Pages (from-to) | 125 - 142 |
Number of pages | 18 |
Journal | Review of Quantitative Finance and Accounting |
Volume | 27 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2006 |
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 journal › Article › Research › peer-review
5
Citations
(Scopus)