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 → …

Cite this

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 ed., Vol. 3, pp. 1557-1564). Australian National University, Canberra: Modelling and Simulation Society of Australia and New Zealand Inc..
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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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 paperConference paper

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T1 - Non-linear Modelling and Asymmetries in Conditional Volatility

AU - Verhoeven, P.

AU - Mcaleer, Michael

PY - 2001

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M3 - Conference paper

SN - 0867405252

VL - 3

SP - 1557

EP - 1564

BT - Proceedings of the International Congress on Modelling & Simulation

A2 - Ghassemi, F.

A2 - McAleer, M.

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A2 - Scoccimarro, M.

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

CY - Australian National University, Canberra

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