National Library of Australia

Reopening Update - August 2020: Enjoy a CovidSafe visit to the National Library. Read more...

You must be logged in to Tag Records
Modelling the time-varying volatilities of daily Australian interest rate changes : an application of univariate and bivariate EGARCH with Australian economic news variables / by Suk-Joong Kim
Bib ID 3026869
Format BookBook
Author
Kim, Suk-Joong
 
Description [Kensington, N.S.W] : University of New South Wales, School of Banking and Finance, 1996 
38 p. ; 21 cm. 
ISBN 0947069941
Series

Working papers (University of New South Wales. School of Banking and Finance) ; no. 84 (1996)

Notes

Bibliography: p. 30-31.

Subjects Interest rates -- Australia -- Statistics.
Other authors/contributors University of New South Wales. School of Banking and Finance

Online

    In the Library

    Request this item to view in the Library's reading rooms using your library card. To learn more about how to request items watch this short online video Help Video.

    Details Collect From
    NLq 332.05 WOR
    Copy: NL
    Main Reading Room
    Nq 332.05 WOR
    Copy: N copy
    Main Reading Room

    Order a copy

    - Copyright or permission restrictions may apply. We will contact you if necessary.

    Help Video To learn more about Copies Direct watch this short online video Help Video.
    close Can I borrow items from the Library?

    You need Flash player 8+ and JavaScript enabled to view this video embedded.

    You can view this on the NLA website.

    close What can I get online?

    You need Flash player 8+ and JavaScript enabled to view this video embedded.

    You can view this on the NLA website.

    close Can I get copies of items from the Library?

    You need Flash player 8+ and JavaScript enabled to view this video embedded.

    You can view this on the NLA website.

    Aboriginal and Torres Strait Islander Flags
    Aboriginal, Torres Strait Islander and other First Nations people are advised that this catalogue contains names, recordings and images of deceased people and other content that may be culturally sensitive. Please also be aware that you may see certain words or descriptions in this catalogue which reflect the author’s attitude or that of the period in which the item was created and may now be considered offensive.