The stability of arch models across Australian financial futures markets

CiNii Available at 2 libraries

Bibliographic Information

Title
"The stability of arch models across Australian financial futures markets"
Statement of Responsibility
Robert Brooks and John Lee
Publisher
  • Department of Economics and Finance, Faculty of Business, RMIT
Publication Year
  • [1996]
Book size
30 cm

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Notes

"Working Paper 96-9, October 1996"

"Centre in finance"--Cover

Includes bibliographical references (p. 17-18)

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Details 詳細情報について

  • CRID
    1130282272888894592
  • NII Book ID
    BA30320707
  • Text Lang
    en
  • Country Code
    at
  • Title Language Code
    en
  • Place of Publication
    • Melbourne
  • Data Source
    • CiNii Books
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