Power ARCH modelling of the volatility of emerging equity markets

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

Research output: Contribution to conference › Other

Original language	English
Pages	1 - 26
Number of pages	26
Publication status	Published - 2006
Event	Quantitative Methods in Finance (QMF) - Manly Pacific Hotel, Sydney NSW Australia, Sydney NSW Australia Duration: 13 Dec 2006 → 16 Dec 2006

Conference	Quantitative Methods in Finance (QMF)
City	Sydney NSW Australia
Period	13/12/06 → 16/12/06

Cite this

@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",

}