Time varying volatility and beta patterns of sub-indices on the Australian Stock Exchange

David L Sokulsky, Robert Darren Brooks, Sinclair Davidson

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

Original language	English
Pages (from-to)	117 - 132
Number of pages	16
Journal	Accounting Research Journal
Volume	16
Issue number	2
Publication status	Published - 2003

Cite this

@article{89fb34ec36cd42838b98cf71cc16c5d7,

title = "Time varying volatility and beta patterns of sub-indices on the Australian Stock Exchange",

author = "Sokulsky, {David L} and Brooks, {Robert Darren} and Sinclair Davidson",

year = "2003",

language = "English",

volume = "16",

pages = "117 -- 132",

journal = "Accounting Research Journal",

issn = "1030-9616",

publisher = "Emerald",

number = "2",

}