Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Jonathan Dark
| Year of publication: |
2004
|
|---|---|
| Authors: | Dark, Jonathan |
| Publisher: |
[Clayton] |
| Subject: | ARCH-Modell | ARCH model | Hedging | Schätzung | Estimation | Australien | Australia | Kointegration | Cointegration | 1998-1999 |
| Extent: | 47 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 04,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2004/wp4-04.pdf |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002005559