Non-linear Modelling and Asymmetries in Conditional Volatility

P. Verhoeven; Michael Mcaleer

Non-linear Modelling and Asymmetries in Conditional Volatility

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 Congress on Modelling & Simulation
Editors	F. Ghassemi, M. McAleer, L. Oxley, M. Scoccimarro
Place of Publication	Australian National University, Canberra
Publisher	Modelling and Simulation Society of Australia and New Zealand Inc.
Pages	1557-1564
Volume	3
Edition	ANU, Canberra
ISBN (Print)	0867405252
Publication status	Published - 2001
Event	Non-linear Modelling and Asymmetries in Conditional Volatility - ANU, Canberra Duration: 1 Jan 2001 → …

Conference

Conference	Non-linear Modelling and Asymmetries in Conditional Volatility
Period	1/01/01 → …

Cite this

Verhoeven, P. ; Mcaleer, Michael. / Non-linear Modelling and Asymmetries in Conditional Volatility. Proceedings of the International Congress on Modelling & Simulation. editor / F. Ghassemi ; M. McAleer ; L. Oxley ; M. Scoccimarro. Vol. 3 ANU, Canberra. ed. Australian National University, Canberra : Modelling and Simulation Society of Australia and New Zealand Inc., 2001. pp. 1557-1564

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title = "Non-linear Modelling and Asymmetries in Conditional Volatility",

author = "P. Verhoeven and Michael Mcaleer",

year = "2001",

language = "English",

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editor = "F. Ghassemi 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 = "Non-linear Modelling and Asymmetries in Conditional Volatility ; Conference date: 01-01-2001",

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Verhoeven, P & Mcaleer, M 2001, Non-linear Modelling and Asymmetries in Conditional Volatility. in F Ghassemi, 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., Australian National University, Canberra, pp. 1557-1564, Non-linear Modelling and Asymmetries in Conditional Volatility, 1/01/01.

Non-linear Modelling and Asymmetries in Conditional Volatility. / Verhoeven, P.; Mcaleer, Michael.
Proceedings of the International Congress on Modelling & Simulation. ed. / F. Ghassemi; M. McAleer; L. Oxley; M. Scoccimarro. Vol. 3 ANU, Canberra. ed. Australian National University, Canberra: Modelling and Simulation Society of Australia and New Zealand Inc., 2001. p. 1557-1564.

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

TY - GEN

T1 - Non-linear Modelling and Asymmetries in Conditional Volatility

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AU - Mcaleer, Michael

PY - 2001

Y1 - 2001

M3 - Conference paper

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VL - 3

SP - 1557

EP - 1564

BT - Proceedings of the International Congress on Modelling & Simulation

A2 - Ghassemi, F.

A2 - McAleer, M.

A2 - Oxley, L.

A2 - Scoccimarro, M.

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

CY - Australian National University, Canberra

T2 - Non-linear Modelling and Asymmetries in Conditional Volatility

Y2 - 1 January 2001

ER -