Long-term dependence and the Dow Jones Index

Jonathan A. Batten; Craig A. Ellis; Thomas A. Fetherston

Long-term dependence and the Dow Jones Index

Jonathan A. Batten, Craig A. Ellis, Thomas A. Fetherston

Macquarie Graduate School of Management

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

Original language	English
Title of host publication	The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand
Subtitle of host publication	AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts
Place of Publication	Auckland, N.Z.
Publisher	Massey University
Pages	1-25
Number of pages	25
ISBN (Print)	9780473113018
Publication status	Published - 2006
Event	Asian Financial Association Conference (17th : 2006) - Auckland Duration: 10 Jul 2006 → 12 Jul 2006

Conference

Conference	Asian Financial Association Conference (17th : 2006)
City	Auckland
Period	10/07/06 → 12/07/06

Cite this

@inproceedings{79b5883028534c818308bed6e58061f6,

title = "Long-term dependence and the Dow Jones Index",

author = "Batten, {Jonathan A.} and Ellis, {Craig A.} and Fetherston, {Thomas A.}",

year = "2006",

language = "English",

isbn = "9780473113018",

pages = "1--25",

booktitle = "The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand",

publisher = "Massey University",

address = "New Zealand",

note = "Asian Financial Association Conference (17th : 2006) ; Conference date: 10-07-2006 Through 12-07-2006",

}

Batten, JA, Ellis, CA & Fetherston, TA 2006, Long-term dependence and the Dow Jones Index. in The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts. Massey University, Auckland, N.Z., pp. 1-25, Asian Financial Association Conference (17th : 2006), Auckland, 10/07/06.

Long-term dependence and the Dow Jones Index. / Batten, Jonathan A.; Ellis, Craig A.; Fetherston, Thomas A.
The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts. Auckland, N.Z.: Massey University, 2006. p. 1-25.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

TY - GEN

T1 - Long-term dependence and the Dow Jones Index

AU - Batten, Jonathan A.

AU - Ellis, Craig A.

AU - Fetherston, Thomas A.

PY - 2006

Y1 - 2006

M3 - Conference proceeding contribution

SN - 9780473113018

SP - 1

EP - 25

BT - The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand

PB - Massey University

CY - Auckland, N.Z.

T2 - Asian Financial Association Conference (17th : 2006)

Y2 - 10 July 2006 through 12 July 2006

ER -