Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets [electronic resou...
Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets [electronic resource] / by M. Chandra.
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Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2003.
Date
2003.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Accounting, Finance and Economics, Edith Cowan University, 2003.
Series
Place of Publication
Western Australia
Date Published
2003.
Subjects
More information
Alternative Titles
Full title
Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets [electronic resource] / by M. Chandra.
Authors, Artists and Contributors
Author / Creator
Notes
General note
School of Accounting, Finance and Economics Edith Cowan University working paper ; 0301.
Title from title screen (viewed on 22 August 2006)
"February 2003"--T.p.
Bibliography: p. [23]-[24]
System details note
System requirements: Adobe Acrobat reader to access the document in PDF format.
Mode of access: Internet via World Wide Web. Available at: http://www.business.ecu.edu.au/schools/afe/wps/2003.html.
Contextual Information
Other version (online)
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Primary Identifiers
Record Identifier
74VKJ57XyZAg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKJ57XyZAg
Other Identifiers
DDC
332.042095
MMS ID
991022352609702626
