Forecasting Australian exchange rate volatility : a comparative study of alternate modelling techniques and the impact of power transformations

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Bibliographic Information

Title
"Forecasting Australian exchange rate volatility : a comparative study of alternate modelling techniques and the impact of power transformations"
Statement of Responsibility
Michael D. Mckenzie
Publisher
  • Department of Economics and Finance, Faculty of Business, RMIT
Publication Year
  • [1997]
Book size
30 cm

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Notes

"Working Paper 97-10, December 1997"

"Centre in finance"--Cover

Includes bibliographical references (leaves 24-26)

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Details 詳細情報について

  • CRID
    1130282269288845824
  • NII Book ID
    BA36613162
  • Text Lang
    en
  • Country Code
    at
  • Title Language Code
    en
  • Place of Publication
    • Melbourne
  • Data Source
    • CiNii Books
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