Modelling Time-Varying Systematic Risk in Australia

J. Yeo

Modelling Time-Varying Systematic Risk in Australia

J. Yeo

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

Original language	English
Title of host publication	Proceedings of the International Congress on Modelling & Simulation
Editors	F. Ghessemi, M. McAleer, L. Oxley, M. Scoccimarro
Place of Publication	Western Australia
Publisher	Modelling and Simulation Society of Australia and New Zealand Inc.
Pages	1565-1570
Volume	3
Edition	ANU, Canberra
ISBN (Print)	0867405252
Publication status	Published - 2001
Event	Modelling Time-Varying Systematic Risk in Australia - ANU, Canberra Duration: 1 Jan 2001 → …

Conference

Conference	Modelling Time-Varying Systematic Risk in Australia
Period	1/01/01 → …

Cite this

@inproceedings{8e23d402d9cc4b2ea6dd0fa771fe7c2f,

title = "Modelling Time-Varying Systematic Risk in Australia",

author = "J. Yeo",

year = "2001",

language = "English",

isbn = "0867405252",

volume = "3",

pages = "1565--1570",

editor = "F. Ghessemi and M. McAleer and L. Oxley and M. Scoccimarro",

booktitle = "Proceedings of the International Congress on Modelling & Simulation",

publisher = "Modelling and Simulation Society of Australia and New Zealand Inc.",

edition = "ANU, Canberra",

note = "Modelling Time-Varying Systematic Risk in Australia ; Conference date: 01-01-2001",

}

Yeo, J 2001, Modelling Time-Varying Systematic Risk in Australia. in F Ghessemi, M McAleer, L Oxley & M Scoccimarro (eds), Proceedings of the International Congress on Modelling & Simulation. ANU, Canberra edn, vol. 3, Modelling and Simulation Society of Australia and New Zealand Inc., Western Australia, pp. 1565-1570, Modelling Time-Varying Systematic Risk in Australia, 1/01/01.

Modelling Time-Varying Systematic Risk in Australia. / Yeo, J.
Proceedings of the International Congress on Modelling & Simulation. ed. / F. Ghessemi; M. McAleer; L. Oxley; M. Scoccimarro. Vol. 3 ANU, Canberra. ed. Western Australia: Modelling and Simulation Society of Australia and New Zealand Inc., 2001. p. 1565-1570.

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

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AU - Yeo, J.

PY - 2001

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M3 - Conference paper

SN - 0867405252

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SP - 1565

EP - 1570

BT - Proceedings of the International Congress on Modelling & Simulation

A2 - Ghessemi, F.

A2 - McAleer, M.

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PB - Modelling and Simulation Society of Australia and New Zealand Inc.

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T2 - Modelling Time-Varying Systematic Risk in Australia

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