The stability of arch models across Australian financial futures markets

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Note (General)：: "Working Paper 96-9, October 1996""Centre in finance"--CoverIncludes bibliographical references (p. 17-18)

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Material Type: 図書
Title: The stability of arch models across Australian financial futures markets
Author/Editor: Robert Brooks and John Lee
Author Heading: Brooks, Robert
Lee, John
Royal Melbourne Institute of Technology (Australia). Department of Economics and Finance Faculty of Business
https://ci.nii.ac.jp/author/DA10603920
Publication, Distribution, etc.: Department of Economics and Finance, Faculty of Business, RMIT
Publication Date: [1996]
Publication Date (W3CDTF): 1996
Size: 30 cm
Place of Publication (Country Code): at
Text Language Code: en
Target Audience: 一般
Note (General): "Working Paper 96-9, October 1996"
"Centre in finance"--Cover
Includes bibliographical references (p. 17-18)
Related Material: Working paper series in economics and finance
https://cir.nii.ac.jp/crid/1130000796532821504
Related Material (URI): https://ci.nii.ac.jp/ncid/BA30320707#entity
Periodical Title: Working paper series in economics and finance
https://cir.nii.ac.jp/crid/1130000796532821504
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA30320707 : BA30320707