Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes

P. Verhoeven; Michael Mcaleer

Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes

P. Verhoeven, Michael Mcaleer

Graduate Research School

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

Original language	English
Title of host publication	Proceedings of the International Conference on Modelling & Forecasting
Editors	P.H. Franses, M. McAleer, F. Chan, S. Hoti, L.K. Lim
Place of Publication	Western Australia
Publisher	Uniprint
Pages	i-iv, 1-575
Volume	N/A
Edition	Uni of Western Australia
ISBN (Print)	1740520548
Publication status	Published - 2001
Event	Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes - Uni of Western Australia Duration: 1 Jan 2001 → …

Conference

Conference	Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes
Period	1/01/01 → …

Cite this

@inproceedings{7fbf6e0a23b04d668aa17f8cd29ee0a4,

title = "Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes",

author = "P. Verhoeven and Michael Mcaleer",

year = "2001",

language = "English",

isbn = "1740520548",

volume = "N/A",

pages = "i--iv, 1--575",

editor = "P.H. Franses and M. McAleer and F. Chan and S. Hoti and L.K. Lim",

booktitle = "Proceedings of the International Conference on Modelling & Forecasting",

publisher = "Uniprint",

edition = "Uni of Western Australia",

note = "Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes ; Conference date: 01-01-2001",

}

Verhoeven, P & Mcaleer, M 2001, Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes. in PH Franses, M McAleer, F Chan, S Hoti & LK Lim (eds), Proceedings of the International Conference on Modelling & Forecasting. Uni of Western Australia edn, vol. N/A, Uniprint, Western Australia, pp. i-iv, 1-575, Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes, 1/01/01.

Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes. / Verhoeven, P.; Mcaleer, Michael.
Proceedings of the International Conference on Modelling & Forecasting. ed. / P.H. Franses; M. McAleer; F. Chan; S. Hoti; L.K. Lim. Vol. N/A Uni of Western Australia. ed. Western Australia: Uniprint, 2001. p. i-iv, 1-575.

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

TY - GEN

T1 - Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes

AU - Verhoeven, P.

AU - Mcaleer, Michael

PY - 2001

Y1 - 2001

M3 - Conference paper

SN - 1740520548

VL - N/A

SP - i-iv, 1-575

BT - Proceedings of the International Conference on Modelling & Forecasting

A2 - Franses, P.H.

A2 - McAleer, M.

A2 - Chan, F.

A2 - Hoti, S.

A2 - Lim, L.K.

PB - Uniprint

CY - Western Australia

T2 - Modeling Conditional Volatility Using Flexible Smooth Transition GARCH Processes

Y2 - 1 January 2001

ER -