Export price volatility in Australia : an application of ARCH and GARCH models
Abbas Valadkhani, Allan P. Layton and Neil D. Karunaratne
| Year of publication: |
May 2005
|
|---|---|
| Other Persons: | Valadkhani, Abbas (contributor) ; Layton, Allan P. (contributor) ; Karunaratne, Neil Dias (contributor) |
| Publisher: |
Wollongong : Univ. of Wollongong |
| Subject: | Australien | Australia | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Preiskonvergenz | Price convergence |
| Extent: | Online-Ressource, 15 p., text ill |
|---|---|
| Series: | Economics working paper series .... - [Wollongong NSW Australia] : [University of Wollongong], ZDB-ID 3138549-7. - Vol. 05,11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003002194