Sources of volatility in Australia's export prices : evidence from ARCH and GARCH modelling
Year of publication: |
2005
|
---|---|
Authors: | Valadkhani, Abbas ; Layton, Allan P. ; Karunaratne, Neil Dias |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 7.2005, 4, p. 295-310
|
Subject: | Außenhandelspreis | Foreign trade price | Volatilität | Volatility | ARCH-Modell | ARCH model | Australien | Australia |
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