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ARCH modelling of Australian bilateral exchange rate data
McKenzie, Michael D. - In: Applied financial economics 7 (1997) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001227575
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Generalized asymmetric power ARCH modelling of exchange rate volatility
McKenzie, Michael D.; Mitchell, Heather - In: Applied financial economics 12 (2002) 8, pp. 555-564
Persistent link: https://www.econbiz.de/10001677011
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The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131
Persistent link: https://www.econbiz.de/10001725734
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Generalized asymmetric power ARCH modelling of exchange rate volatility
Mckenzie, Michael; Mitchell, Heather - In: Applied financial economics 12 (2002) 8, pp. 555-564
Persistent link: https://www.econbiz.de/10007662667