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

著者

• Mckenzie, Michael D.
• Royal Melbourne Institute of Technology (Australia). Department of Economics and Finance Faculty of Business

書誌事項

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]

注記

"Working Paper 97-10, December 1997"

"Centre in finance"--Cover

Includes bibliographical references (leaves 24-26)

詳細情報

• NII書誌ID(NCID): BA36613162
• 出版国コード: at
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Melbourne
• ページ数/冊数: 26 leaves
• 大きさ: 30 cm
• 親書誌ID:
  • BA30318636