Time -varying Conditional Correlations in Asia-Pacific Equity Markets

M. Chandra

Time -varying Conditional Correlations in Asia-Pacific Equity Markets

M. Chandra

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. Ghessemi, M. McAleer, L. Oxley, M. Scoccimarro
Place of Publication	Western Australia
Publisher	Modelling Simulation Society of Australia & New Zealand
Pages	1519-1524
Volume	3
Edition	ANU, Canberra
ISBN (Print)	0867402522
Publication status	Published - 2001
Event	Time -varying Conditional Correlations in Asia-Pacific Equity Markets - ANU, Canberra Duration: 1 Jan 2001 → …

Conference

Conference	Time -varying Conditional Correlations in Asia-Pacific Equity Markets
Period	1/01/01 → …

Cite this

@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",

publisher = "Modelling Simulation Society of Australia & New Zealand",

edition = "ANU, Canberra",

note = "Time -varying Conditional Correlations in Asia-Pacific Equity Markets ; Conference date: 01-01-2001",

}

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 paper › Conference paper › peer-review

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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

T2 - Time -varying Conditional Correlations in Asia-Pacific Equity Markets

Y2 - 1 January 2001

ER -