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The intertemporal relationship between market return and variance: an Australian perspective

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  • Warren G. Dean
  • Robert W. Faff

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-629X.00058
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Bibliographic Info

Article provided by Accounting and Finance Association of Australia and New Zealand in its journal Accounting and Finance.

Volume (Year): 41 (2001)
Issue (Month): 3 ()
Pages: 169-196

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Handle: RePEc:bla:acctfi:v:41:y:2001:i:3:p:169-196

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Cited by:
  1. Hakim, A. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers EI 2009-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

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