Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts

J.M. Sequeira; Michael Mcaleer; Y-F. Chow

Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts

J.M. Sequeira, Michael Mcaleer, Y-F. Chow

Graduate Research School

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

Original language	English
Title of host publication	International Congress on Modelling and Simulation Proceedings
Editors	A.D. McDonald, M. McAleer
Place of Publication	Perth
Publisher	Modelling and Simulation Society of Australia
Pages	1881-1888
Volume	4
Edition	University of Tasmania, Hobart
ISBN (Print)	0 86422 828 7
Publication status	Published - 1997
Event	Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts - University of Tasmania, Hobart Duration: 1 Jan 1997 → …

Conference

Conference	Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts
Period	1/01/97 → …

Cite this

@inproceedings{927e4636e5034d26939a771bd90b15e0,

title = "Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts",

author = "J.M. Sequeira and Michael Mcaleer and Y-F. Chow",

year = "1997",

language = "English",

isbn = "0 86422 828 7",

volume = "4",

pages = "1881--1888",

editor = "A.D. McDonald and M. McAleer",

booktitle = "International Congress on Modelling and Simulation Proceedings",

publisher = "Modelling and Simulation Society of Australia",

edition = "University of Tasmania, Hobart",

note = "Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts ; Conference date: 01-01-1997",

}

Sequeira, JM, Mcaleer, M & Chow, Y-F 1997, Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts. in AD McDonald & M McAleer (eds), International Congress on Modelling and Simulation Proceedings. University of Tasmania, Hobart edn, vol. 4, Modelling and Simulation Society of Australia, Perth, pp. 1881-1888, Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts, 1/01/97.

Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts. / Sequeira, J.M.; Mcaleer, Michael; Chow, Y-F.
International Congress on Modelling and Simulation Proceedings. ed. / A.D. McDonald; M. McAleer. Vol. 4 University of Tasmania, Hobart. ed. Perth: Modelling and Simulation Society of Australia, 1997. p. 1881-1888.

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

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AU - Sequeira, J.M.

AU - Mcaleer, Michael

AU - Chow, Y-F.

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Y1 - 1997

M3 - Conference paper

SN - 0 86422 828 7

VL - 4

SP - 1881

EP - 1888

BT - International Congress on Modelling and Simulation Proceedings

A2 - McDonald, A.D.

A2 - McAleer, M.

PB - Modelling and Simulation Society of Australia

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T2 - Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts

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