The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models

George Woodward, Robert Darren Brooks

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationThe Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
EditorsGreg N Gregoriou, Christian Hoppe, Carsten S Wehn
Place of PublicationUSA
PublisherMcGraw-Hill Education
Pages59 - 73
Number of pages15
Edition1st
ISBN (Print)9780071663700
Publication statusPublished - 2010

Cite this

Woodward, G., & Brooks, R. D. (2010). The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models. In G. N. Gregoriou, C. Hoppe, & C. S. Wehn (Eds.), The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets (1st ed., pp. 59 - 73). USA: McGraw-Hill Education.
Woodward, George ; Brooks, Robert Darren. / The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models. The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. editor / Greg N Gregoriou ; Christian Hoppe ; Carsten S Wehn. 1st. ed. USA : McGraw-Hill Education, 2010. pp. 59 - 73
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Woodward, G & Brooks, RD 2010, The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models. in GN Gregoriou, C Hoppe & CS Wehn (eds), The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. 1st edn, McGraw-Hill Education, USA, pp. 59 - 73.

The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models. / Woodward, George; Brooks, Robert Darren.

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. ed. / Greg N Gregoriou; Christian Hoppe; Carsten S Wehn. 1st. ed. USA : McGraw-Hill Education, 2010. p. 59 - 73.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

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BT - The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

A2 - Gregoriou, Greg N

A2 - Hoppe, Christian

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Woodward G, Brooks RD. The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models. In Gregoriou GN, Hoppe C, Wehn CS, editors, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. 1st ed. USA: McGraw-Hill Education. 2010. p. 59 - 73