Properties of Cross-sectional Volatility
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Bibliographic InfoPaper provided by Warwick Business School, Finance Group in its series Working Papers with number wp00-05.
Date of creation: 2000
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- Soosung Hwang & Steve Satchell, 2005.
"GARCH model with cross-sectional volatility: GARCHX models,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 15(3), pages 203-216.
- Steve Satchell & Soosung Hwang, 2001. "GARCH Model with Cross-sectional Volatility; GARCHX Models," Working Papers wp01-16, Warwick Business School, Finance Group.
- Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
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