Research design issues in time-series modelling of financial market volatility
Michael D. McKenzie; Robert D. Brooks
| Year of publication: |
1999
|
|---|---|
| Authors: | McKenzie, Michael D. ; Brooks, Robert |
| Publisher: |
Sydney [u.a.]: McGraw-Hill |
| Subject: | Statistische Methodenlehre | Statistical theory | Finanzmarkt | Financial market | Volatilität | Volatility | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Australien | Australia | Neuseeland | New Zealand | Welt | World |
| Extent: | VI, 72 S Graph. Darst. Diskette |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Diskette ; Floppy disk |
| Language: | English |
| ISBN: | 0-07-470671-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001372125