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 → …

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