search query: @author Faff, R.W. / total: 3
references: 1-3 / 3
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1.
The determinants of conditional autocorrelation in stock returns
Journal of Financial Research
2003 : SUMMER, VOL. 26:2, p. 259-274
 2003 McKenzie, M.D.
Faff, R.W.
2.
Time varying country risk: an assessment of alternative modelling techniques
European Journal of Finance
2002 : SEP, VOL. 8:3, p. 249-274
 2002 Brooks, R.D.
Faff, R.W.
McKenzie, M.
3.
Time varying beta risk: an analysis of alternative modelling techniques
Journal of Business Finance and Accounting
2000 : JUN/JUL, VOL. 27:5&6, p. 523-554
 2000 Faff, R.W.
Hillier, D.
Hillier, J.
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