The stability of arch models across Australian financial futures markets

Bibliographic Information

The stability of arch models across Australian financial futures markets

Robert Brooks and John Lee

(Working paper series in economics and finance, 96-9)

Department of Economics and Finance, Faculty of Business, RMIT, [1996]

Available at  / 2 libraries

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Note

"Working Paper 96-9, October 1996"

"Centre in finance"--Cover

Includes bibliographical references (p. 17-18)

Related Books: 1-1 of 1

Details

  • NCID
    BA30320707
  • Country Code
    at
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Melbourne
  • Pages/Volumes
    32 p.
  • Size
    30 cm
  • Parent Bibliography ID
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