Non-linear Modelling and Asymmetries in Conditional Volatility

P. Verhoeven, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationProceedings of the International Congress on Modelling & Simulation
EditorsF. Ghassemi, M. McAleer, L. Oxley, M. Scoccimarro
Place of PublicationAustralian National University, Canberra
PublisherModelling and Simulation Society of Australia and New Zealand Inc.
Pages1557-1564
Volume3
EditionANU, Canberra
ISBN (Print)0867405252
Publication statusPublished - 2001
EventNon-linear Modelling and Asymmetries in Conditional Volatility - ANU, Canberra
Duration: 1 Jan 2001 → …

Conference

ConferenceNon-linear Modelling and Asymmetries in Conditional Volatility
Period1/01/01 → …

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