Recursive Modelling of Volatility in the Presence of Extreme Observations

H.G. Ng; Michael Mcaleer

Recursive Modelling of Volatility in the Presence of Extreme Observations

H.G. Ng, Michael Mcaleer

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

Original language	English
Title of host publication	Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems
Editors	L. Oxley, F. Scrimgeour, M. McAleer
Place of Publication	Perth, Australia
Publisher	Modelling and Simulation Society of Australia
Pages	301-306
Volume	2
Edition	Hamilton, New Zealand
ISBN (Print)	0864229496
Publication status	Published - 1999
Event	Recursive Modelling of Volatility in the Presence of Extreme Observations - Hamilton, New Zealand Duration: 1 Jan 1999 → …

Conference

Conference	Recursive Modelling of Volatility in the Presence of Extreme Observations
Period	1/01/99 → …

Cite this

@inproceedings{1f2f799967564986863ac17249ab96c8,

title = "Recursive Modelling of Volatility in the Presence of Extreme Observations",

author = "H.G. Ng and Michael Mcaleer",

year = "1999",

language = "English",

isbn = "0864229496",

volume = "2",

pages = "301--306",

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

booktitle = "Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems",

publisher = "Modelling and Simulation Society of Australia",

edition = "Hamilton, New Zealand",

note = "Recursive Modelling of Volatility in the Presence of Extreme Observations ; Conference date: 01-01-1999",

}

Ng, HG & Mcaleer, M 1999, Recursive Modelling of Volatility in the Presence of Extreme Observations. in L Oxley, F Scrimgeour & M McAleer (eds), Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems. Hamilton, New Zealand edn, vol. 2, Modelling and Simulation Society of Australia, Perth, Australia, pp. 301-306, Recursive Modelling of Volatility in the Presence of Extreme Observations, 1/01/99.

Recursive Modelling of Volatility in the Presence of Extreme Observations. / Ng, H.G.; Mcaleer, Michael.

Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems. ed. / L. Oxley; F. Scrimgeour; M. McAleer. Vol. 2 Hamilton, New Zealand. ed. Perth, Australia : Modelling and Simulation Society of Australia, 1999. p. 301-306.

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

TY - GEN

T1 - Recursive Modelling of Volatility in the Presence of Extreme Observations

AU - Ng, H.G.

AU - Mcaleer, Michael

PY - 1999

Y1 - 1999

M3 - Conference paper

SN - 0864229496

VL - 2

SP - 301

EP - 306

BT - Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems

A2 - Oxley, L.

A2 - Scrimgeour, F.

A2 - McAleer, M.

PB - Modelling and Simulation Society of Australia

CY - Perth, Australia

T2 - Recursive Modelling of Volatility in the Presence of Extreme Observations

Y2 - 1 January 1999

ER -