PORTFOLIO RETURN AUTOCORRELATION

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MECH T.S.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCIAL ECONOMICS Year:1993 | Volume:34 | Issue:3 Page(s): 307-344

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Information Journal Paper

Title

PORTFOLIO RETURN AUTOCORRELATION

Author(s)

MECH T.S. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

A DYNAMIC INVESTIGATION TO INDEXES SPILLOVERS IN TEHRAN STOCK EXCHANGE USING A MULTIVARIATE DYNAMIC MODEL

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Cite

APA: Copy

MECH, T.S.. (1993). PORTFOLIO RETURN AUTOCORRELATION. JOURNAL OF FINANCIAL ECONOMICS, 34(3), 307-344. SID. https://sid.ir/paper/597375/en

Vancouver: Copy

MECH T.S.. PORTFOLIO RETURN AUTOCORRELATION. JOURNAL OF FINANCIAL ECONOMICS[Internet]. 1993;34(3):307-344. Available from: https://sid.ir/paper/597375/en

IEEE: Copy

T.S. MECH, “PORTFOLIO RETURN AUTOCORRELATION,” JOURNAL OF FINANCIAL ECONOMICS, vol. 34, no. 3, pp. 307–344, 1993, [Online]. Available: https://sid.ir/paper/597375/en

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