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

Bibliographic Information

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

Michael D. Mckenzie

(Working paper series in economics and finance, 97-10)

Department of Economics and Finance, Faculty of Business, RMIT, [1997]

Available at  / 2 libraries

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Note

"Working Paper 97-10, December 1997"

"Centre in finance"--Cover

Includes bibliographical references (leaves 24-26)

Related Books: 1-1 of 1

Details

  • NCID
    BA36613162
  • Country Code
    at
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Melbourne
  • Pages/Volumes
    26 leaves
  • Size
    30 cm
  • Parent Bibliography ID
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