The present article is a revised version of the author's PhD thesis at the University of Queensland. The author substantially benefited from the excellent suggestions of two anonymous referees. In addition, the author thanks the PhD committee, Philip Gray and Stephen Gray, whose comments have led to significant improvements to the present article. The author is also grateful to Philip Hoang, Kevin Davis, Sirimon Treepongkaruna and seminar participants at the 2004 Accounting and Finance Association of Australia and New Zealand Conference, Alice Springs, Australia, for helpful discussions. The author thanks the Department of Education, Training and Youth Affairs, Australia, and the University of Queensland (UQ) for their respective International Postgraduate Research Scholarships (IPRS) and UQIPRS funding supports.
Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates
Article first published online: 2 DEC 2005
Accounting & Finance
Volume 45, Issue 4, pages 537–551, December 2005
How to Cite
Chan, K. F. (2005), Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates. Accounting & Finance, 45: 537–551. doi: 10.1111/j.1467-629X.2005.00153.x
- Issue published online: 2 DEC 2005
- Article first published online: 2 DEC 2005
- Received 23 April 2004; accepted 6 December 2004 by Robert Faff (Editor).
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!