Power ARCH modelling of the volatility of emerging equity markets

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

Research output: Contribution to conferenceOther

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


ConferenceQuantitative Methods in Finance (QMF)
CitySydney NSW Australia

Cite this