Modelling Multivariate Asymmetric Financial Volatility

Felix Chan, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paperpeer-review

Original languageEnglish
Title of host publicationMODSIM 2003: International Congress on Modelling and Simulation
EditorsD.A. Post
Place of PublicationAustralia and New Zealand
PublisherModelling and Simulation Society of Australia and New Zealand Inc.
Pages1239-1244
Volume3
EditionTownsville
Publication statusPublished - 2003
EventModelling Multivariate Asymmetric Financial Volatility - Townsville
Duration: 1 Jan 2003 → …

Conference

ConferenceModelling Multivariate Asymmetric Financial Volatility
Period1/01/03 → …

Cite this