%0 Journal Article %1 McKenzie2005 %A McKenzie, Michael D. %A Faff, Robert W. %D 2005 %J International Review of Financial Analysis %K GARCH %N 1 %P 23--42 %T Modeling conditional return autocorrelation %U http://www.sciencedirect.com/science/article/B6W4W-4CS8K2H-4/1/cc9d63e917f64e73ec4b13376caa5ef9 %V 14

@article{McKenzie2005, added-at = {2008-04-29T08:06:25.000+0200}, author = {McKenzie, Michael D. and Faff, Robert W.}, biburl = {https://www.bibsonomy.org/bibtex/2b86e38dbbdf9dc9a004526d91045045c/smicha}, interhash = {ef823d1e0d87b5546744fb36024c49e0}, intrahash = {b86e38dbbdf9dc9a004526d91045045c}, journal = {International Review of Financial Analysis}, keywords = {GARCH}, number = 1, pages = {23--42}, timestamp = {2008-04-29T08:08:09.000+0200}, title = {Modeling conditional return autocorrelation}, url = {http://www.sciencedirect.com/science/article/B6W4W-4CS8K2H-4/1/cc9d63e917f64e73ec4b13376caa5ef9}, volume = 14, year = 2005 }