Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach

Economie Internationale

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Bibliographic Details
Main Authors:	Ho, K.Y., Tsui, A.K., Zhang, Z.
Other Authors:	ECONOMICS
Format:	Article
Published:	2016
Subjects:	Business Cycle Asymmetries Constant Correlations Multivariate Asymmetric GARCH Time-Varying Correlations
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/129993
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1299932016-11-12T11:29:25Z Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach Ho, K.Y. Tsui, A.K. Zhang, Z. ECONOMICS Business Cycle Asymmetries Constant Correlations Multivariate Asymmetric GARCH Time-Varying Correlations Economie Internationale 117 1 31-46 2016-11-11T07:59:43Z 2016-11-11T07:59:43Z 2009 Article Ho, K.Y., Tsui, A.K., Zhang, Z. (2009). Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach. Economie Internationale 117 (1) : 31-46. ScholarBank@NUS Repository. 12408095 http://scholarbank.nus.edu.sg/handle/10635/129993 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Business Cycle Asymmetries Constant Correlations Multivariate Asymmetric GARCH Time-Varying Correlations
spellingShingle	Business Cycle Asymmetries Constant Correlations Multivariate Asymmetric GARCH Time-Varying Correlations Ho, K.Y. Tsui, A.K. Zhang, Z. Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
description	Economie Internationale
author2	ECONOMICS
author_facet	ECONOMICS Ho, K.Y. Tsui, A.K. Zhang, Z.
format	Article
author	Ho, K.Y. Tsui, A.K. Zhang, Z.
author_sort	Ho, K.Y.
title	Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
title_short	Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
title_full	Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
title_fullStr	Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
title_full_unstemmed	Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach
title_sort	volatility dynamics of the uk business cycle: a multivariate asymmetric garch approach
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/129993
_version_	1681096903162331136

Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach

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