Forecasting Commodity Market Volatility in the Presence of Extreme Observations

C. Watkins, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationProceedings of the International Congress on Modelling & Simulation
EditorsF. Ghessemi, M. McAleer, L. Oxley, M. Scoccimarro
Place of PublicationWestern Australia
PublisherModelling and Simulation Society of Australia and New Zealand Inc.
Pages1525-1530
Volume3
EditionANU, Canberra
ISBN (Print)0867402522
Publication statusPublished - 2001
EventForecasting Commodity Market Volatility in the Presence of Extreme Observations - ANU, Canberra
Duration: 1 Jan 2001 → …

Conference

ConferenceForecasting Commodity Market Volatility in the Presence of Extreme Observations
Period1/01/01 → …

Cite this

Watkins, C., & Mcaleer, M. (2001). Forecasting Commodity Market Volatility in the Presence of Extreme Observations. In F. Ghessemi, M. McAleer, L. Oxley, & M. Scoccimarro (Eds.), Proceedings of the International Congress on Modelling & Simulation (ANU, Canberra ed., Vol. 3, pp. 1525-1530). Modelling and Simulation Society of Australia and New Zealand Inc..