Statistical Properties of STAR-GARCH Models: An Empirical Evaluation

Felix Chan, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paper

Original languageEnglish
Title of host publicationMODSIM 2003: International Congress on Modelling and Simulation
EditorsD.A. Post
Place of PublicationAustralia and New Zealand
PublisherModelling and Simulation Society of Australia and New Zealand Inc.
Pages1323-1328
Volume3
EditionTownsville
Publication statusPublished - 2003
EventStatistical Properties of STAR-GARCH Models: An Empirical Evaluation - Townsville
Duration: 1 Jan 2003 → …

Conference

ConferenceStatistical Properties of STAR-GARCH Models: An Empirical Evaluation
Period1/01/03 → …

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