The stability of ARCH models across Australian financial futures markets
Robert D. Brooks ; John H. H. Lee
| Year of publication: |
1995
|
|---|---|
| Authors: | Brooks, Robert |
| Other Persons: | Lee, John H. H. (contributor) |
| Published in: |
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995. - Clayton, Victoria, ISBN 0-7326-0622-5. - 1995, p. 475-488
|
| Subject: | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001294210