Time -varying Conditional Correlations in Asia-Pacific Equity Markets

M. Chandra

    Research output: Chapter in Book/Conference paperConference paper

    Original languageEnglish
    Title of host publicationProceedings of the International Congress on Modelling & Simulation
    EditorsF. Ghessemi, M. McAleer, L. Oxley, M. Scoccimarro
    Place of PublicationWestern Australia
    PublisherModelling Simulation Society of Australia & New Zealand
    Pages1519-1524
    Volume3
    EditionANU, Canberra
    ISBN (Print)0867402522
    Publication statusPublished - 2001
    EventTime -varying Conditional Correlations in Asia-Pacific Equity Markets - ANU, Canberra
    Duration: 1 Jan 2001 → …

    Conference

    ConferenceTime -varying Conditional Correlations in Asia-Pacific Equity Markets
    Period1/01/01 → …

    Cite this

    Chandra, M. (2001). Time -varying Conditional Correlations in Asia-Pacific Equity Markets. In F. Ghessemi, M. McAleer, L. Oxley, & M. Scoccimarro (Eds.), Proceedings of the International Congress on Modelling & Simulation (ANU, Canberra ed., Vol. 3, pp. 1519-1524). Western Australia: Modelling Simulation Society of Australia & New Zealand.
    Chandra, M. / Time -varying Conditional Correlations in Asia-Pacific Equity Markets. Proceedings of the International Congress on Modelling & Simulation. editor / F. Ghessemi ; M. McAleer ; L. Oxley ; M. Scoccimarro. Vol. 3 ANU, Canberra. ed. Western Australia : Modelling Simulation Society of Australia & New Zealand, 2001. pp. 1519-1524
    @inproceedings{498646ee36d8434dbadb6205939e6058,
    title = "Time -varying Conditional Correlations in Asia-Pacific Equity Markets",
    author = "M. Chandra",
    year = "2001",
    language = "English",
    isbn = "0867402522",
    volume = "3",
    pages = "1519--1524",
    editor = "F. Ghessemi and M. McAleer and L. Oxley and M. Scoccimarro",
    booktitle = "Proceedings of the International Congress on Modelling & Simulation",
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    Chandra, M 2001, Time -varying Conditional Correlations in Asia-Pacific Equity Markets. in F Ghessemi, M McAleer, L Oxley & M Scoccimarro (eds), Proceedings of the International Congress on Modelling & Simulation. ANU, Canberra edn, vol. 3, Modelling Simulation Society of Australia & New Zealand, Western Australia, pp. 1519-1524, Time -varying Conditional Correlations in Asia-Pacific Equity Markets, 1/01/01.

    Time -varying Conditional Correlations in Asia-Pacific Equity Markets. / Chandra, M.

    Proceedings of the International Congress on Modelling & Simulation. ed. / F. Ghessemi; M. McAleer; L. Oxley; M. Scoccimarro. Vol. 3 ANU, Canberra. ed. Western Australia : Modelling Simulation Society of Australia & New Zealand, 2001. p. 1519-1524.

    Research output: Chapter in Book/Conference paperConference paper

    TY - GEN

    T1 - Time -varying Conditional Correlations in Asia-Pacific Equity Markets

    AU - Chandra, M.

    PY - 2001

    Y1 - 2001

    M3 - Conference paper

    SN - 0867402522

    VL - 3

    SP - 1519

    EP - 1524

    BT - Proceedings of the International Congress on Modelling & Simulation

    A2 - Ghessemi, F.

    A2 - McAleer, M.

    A2 - Oxley, L.

    A2 - Scoccimarro, M.

    PB - Modelling Simulation Society of Australia & New Zealand

    CY - Western Australia

    ER -

    Chandra M. Time -varying Conditional Correlations in Asia-Pacific Equity Markets. In Ghessemi F, McAleer M, Oxley L, Scoccimarro M, editors, Proceedings of the International Congress on Modelling & Simulation. ANU, Canberra ed. Vol. 3. Western Australia: Modelling Simulation Society of Australia & New Zealand. 2001. p. 1519-1524