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Sources of volatility in Australia's export prices : evidence from ARCH and GARCH modelling
Valadkhani, Abbas
;
Layton, Allan P.
;
Karunaratne, Neil Dias
- In:
Global business & economics review
7
(
2005
)
4
,
pp. 295-310
Persistent link: https://www.econbiz.de/10003318959
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2
Export price volatility in Australia : an application of ARCH and GARCH models
Valadkhani, Abbas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003002194
Saved in:
3
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
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4
Asymmetry in stochastic volatility models : threshold or correlation?
Smith, Daniel R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009513579
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5
An empirical investigation of the level effect in Australian interest rates
Gray, Philip K.
;
Smith, Daniel R.
- In:
Australian journal of management
33
(
2008/09
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003740469
Saved in:
6
Yield-factor volatility models
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3125-3144
Persistent link: https://www.econbiz.de/10003574840
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