Econometric modelling of long-run relationships in the Singapore currency futures market

J.M. Sequeira

Econometric modelling of long-run relationships in the Singapore currency futures market

J.M. Sequeira

Graduate Research School

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Mathematics and Computers in Simulation, Volume 43, Numbers 3-6
Editors	Binning, P. Bridgman, H. McAleer, M. Williams, B.
Place of Publication	Amsterdam
Publisher	Elsevier
Pages	421-427
Volume	43
Edition	University of Newcastle, NSW
ISBN (Print)	03784754
Publication status	Published - 1997
Event	11th Biennial Conference on Modelling and Simulation - Newcastle, Australia Duration: 27 Nov 1995 → 30 Nov 1995

Conference

Conference	11th Biennial Conference on Modelling and Simulation
Country/Territory	Australia
City	Newcastle
Period	27/11/95 → 30/11/95

Cite this

@inproceedings{e2443fe2ff4b4b26b831613b911f2793,

title = "Econometric modelling of long-run relationships in the Singapore currency futures market",

author = "J.M. Sequeira",

year = "1997",

language = "English",

isbn = "03784754",

volume = "43",

pages = "421--427",

editor = "Binning and P. Bridgman and H. McAleer and M. Williams and B.",

booktitle = "Mathematics and Computers in Simulation, Volume 43, Numbers 3-6",

publisher = "Elsevier",

address = "Netherlands",

edition = "University of Newcastle, NSW",

note = "11th Biennial Conference on Modelling and Simulation ; Conference date: 27-11-1995 Through 30-11-1995",

}

Sequeira, JM 1997, Econometric modelling of long-run relationships in the Singapore currency futures market. in Binning, P Bridgman, H McAleer, M Williams & B. (eds), Mathematics and Computers in Simulation, Volume 43, Numbers 3-6. University of Newcastle, NSW edn, vol. 43, Elsevier, Amsterdam, pp. 421-427, 11th Biennial Conference on Modelling and Simulation, Newcastle, New South Wales, Australia, 27/11/95.

Econometric modelling of long-run relationships in the Singapore currency futures market. / Sequeira, J.M.
Mathematics and Computers in Simulation, Volume 43, Numbers 3-6. ed. / Binning; P. Bridgman; H. McAleer; M. Williams; B. Vol. 43 University of Newcastle, NSW. ed. Amsterdam: Elsevier, 1997. p. 421-427.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

T1 - Econometric modelling of long-run relationships in the Singapore currency futures market

AU - Sequeira, J.M.

PY - 1997

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M3 - Conference paper

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SP - 421

EP - 427

BT - Mathematics and Computers in Simulation, Volume 43, Numbers 3-6

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A2 - Bridgman, P.

A2 - McAleer, H.

A2 - Williams, M.

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PB - Elsevier

CY - Amsterdam

T2 - 11th Biennial Conference on Modelling and Simulation

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