The stability of ARCH models across Australian financial futures markets
Year of publication: |
1995
|
---|---|
Authors: | Brooks, Robert |
Other Persons: | Lee, John H. H. (contributor) |
Published in: |
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995. - Clayton, Victoria, ISBN 0-7326-0622-5. - 1995, p. 475-488
|
Subject: | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Australien | Australia |
-
Modelling and forecasting temperature based weather derivatives
Svec, J., (2007)
-
Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Nguyen, Cuong, (2014)
-
The stability of ARCH models across Australian financial futures markets
Brooks, Robert, (1997)
- More ...
-
Beta stability and portfolio formation
Brooks, Robert, (1993)
-
Beta stability and portfolio formation
Brooks, Robert, (1994)
-
The stability of ARCH models across Australian financial futures markets
Brooks, Robert, (1997)
- More ...