Victoria 3010, 3010
Australia
http://melbecon.unimelb.edu.au/staffprofile/ohenry/home.html
University of Melbourne - Department of Economics
Stock Index, Multivariate Asymmetric GARCH, News Impact Surfaces, Conditional Beta Surfaces
US Treasuries, trade duration, workups, news
Consumption, Habit formation, Credit, Habit modification, GMM estimation