Modelling return and conditional volatility exposures in global stock markets

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

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Modelling return and conditional volatility exposures in global stock markets'. Together they form a unique fingerprint.

Business & Economics