• Title of article

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

  • Author/Authors

    Robert D. Brooks، نويسنده , , Robert W. Faff، نويسنده , , Michael D. McKenzie، نويسنده , , Heather Mitchell، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    21
  • From page
    377
  • To page
    397
  • Keywords
    Stock Market , Power GARCH
  • Journal title
    Journal of International Money and Finance
  • Serial Year
    2000
  • Journal title
    Journal of International Money and Finance
  • Record number

    191243