Power ARCH modelling of the volatility of emerging equity markets

Carl Chiarella (Editor), Robert Darren Brooks, Eckhard Platen (Editor)

Research output: Contribution to conferenceOtherOther

Original languageEnglish
Pages1 - 26
Number of pages26
Publication statusPublished - 2006
EventQuantitative Methods in Finance (QMF) - Manly Pacific Hotel, Sydney NSW Australia, Sydney NSW Australia
Duration: 13 Dec 200616 Dec 2006

Conference

ConferenceQuantitative Methods in Finance (QMF)
CitySydney NSW Australia
Period13/12/0616/12/06

Cite this

Chiarella, C. (Ed.), Brooks, R. D., & Platen, E. (Ed.) (2006). Power ARCH modelling of the volatility of emerging equity markets. 1 - 26. Quantitative Methods in Finance (QMF), Sydney NSW Australia, .
Chiarella, Carl (Editor) ; Brooks, Robert Darren ; Platen, Eckhard (Editor). / Power ARCH modelling of the volatility of emerging equity markets. Quantitative Methods in Finance (QMF), Sydney NSW Australia, .26 p.
@conference{21d1f96cfda0403db8308a6e843d5411,
title = "Power ARCH modelling of the volatility of emerging equity markets",
author = "Carl Chiarella and Brooks, {Robert Darren} and Eckhard Platen",
year = "2006",
language = "English",
pages = "1 -- 26",
note = "Quantitative Methods in Finance (QMF) ; Conference date: 13-12-2006 Through 16-12-2006",

}

Chiarella, C (ed.), Brooks, RD & Platen, E (ed.) 2006, 'Power ARCH modelling of the volatility of emerging equity markets' Quantitative Methods in Finance (QMF), Sydney NSW Australia, 13/12/06 - 16/12/06, pp. 1 - 26.

Power ARCH modelling of the volatility of emerging equity markets. / Chiarella, Carl (Editor); Brooks, Robert Darren; Platen, Eckhard (Editor).

2006. 1 - 26 Quantitative Methods in Finance (QMF), Sydney NSW Australia, .

Research output: Contribution to conferenceOtherOther

TY - CONF

T1 - Power ARCH modelling of the volatility of emerging equity markets

AU - Brooks, Robert Darren

A2 - Chiarella, Carl

A2 - Platen, Eckhard

PY - 2006

Y1 - 2006

M3 - Other

SP - 1

EP - 26

ER -

Chiarella C, (ed.), Brooks RD, Platen E, (ed.). Power ARCH modelling of the volatility of emerging equity markets. 2006. Quantitative Methods in Finance (QMF), Sydney NSW Australia, .