Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach

B. Pilgram; P. Verhoeven; A.I. Mees; M. Mcaleer

Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach

B. Pilgram, P. Verhoeven, A.I. Mees, M. Mcaleer

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:MODSIM99
Editors	L. Oxley, F. Scrimgeour, M. McAleer
Place of Publication	Waikato, New Zealand
Publisher	University of Waikato
Pages	441-446
Volume	2
Edition	Hamilton, New Zealand
ISBN (Print)	0864229496
Publication status	Published - 1999
Event	Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach - The University of Waikato, Ne Duration: 1 Jan 1999 → …

Conference

Conference	Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach
Period	1/01/99 → …

Cite this

@inproceedings{1702468c337340b4817695a0b05eeb13,

title = "Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach",

author = "B. Pilgram and P. Verhoeven and A.I. Mees and M. Mcaleer",

year = "1999",

language = "English",

isbn = "0864229496",

volume = "2",

pages = "441--446",

editor = "L. Oxley and F. Scrimgeour and M. McAleer",

booktitle = "International Congress on Modelling and Simulation Proceedings:MODSIM99",

publisher = "University of Waikato",

edition = "Hamilton, New Zealand",

note = "Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach ; Conference date: 01-01-1999",

}

Pilgram, B, Verhoeven, P, Mees, AI & Mcaleer, M 1999, Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach. in L Oxley, F Scrimgeour & M McAleer (eds), International Congress on Modelling and Simulation Proceedings:MODSIM99. Hamilton, New Zealand edn, vol. 2, University of Waikato, Waikato, New Zealand, pp. 441-446, Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach, 1/01/99.

Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach. / Pilgram, B.; Verhoeven, P.; Mees, A.I. et al.
International Congress on Modelling and Simulation Proceedings:MODSIM99. ed. / L. Oxley; F. Scrimgeour; M. McAleer. Vol. 2 Hamilton, New Zealand. ed. Waikato, New Zealand: University of Waikato, 1999. p. 441-446.

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

TY - GEN

T1 - Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach

AU - Pilgram, B.

AU - Verhoeven, P.

AU - Mees, A.I.

AU - Mcaleer, M.

PY - 1999

Y1 - 1999

M3 - Conference paper

SN - 0864229496

VL - 2

SP - 441

EP - 446

BT - International Congress on Modelling and Simulation Proceedings:MODSIM99

A2 - Oxley, L.

A2 - Scrimgeour, F.

A2 - McAleer, M.

PB - University of Waikato

CY - Waikato, New Zealand

T2 - Modelling the dynamics of exchange rate volatility: A nonlinear Markov modelling approach

Y2 - 1 January 1999

ER -