A multi-country study of power ARCH models and national stock market returns

Journal of International Money and Finance

Volumn 19, Issue 3, 2000, Pages 377-397

  Brooks, Robert D ^a   Faff, Robert W ^a   McKenzie, Michael D ^a   Mitchell, Heather ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

Power GARCH; Stock market

Indexed keywords

EID: 0034196611     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00011-5     Document Type: Article

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