Sources of volatility in Australia's export prices: evidence from ARCH and GARCH modelling

Author: Valadkhani Abbas   Layton Allan P.   Karunaratne Neil D.  

Publisher: Inderscience Publishers

ISSN: 1097-4954

Source: Global Business and Economics Review, Vol.7, Iss.4, 2005-11, pp. : 295-310

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Abstract