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

Economie Internationale

Saved in:
Bibliographic Details
Main Authors: Ho, K.Y., Tsui, A.K., Zhang, Z.
Other Authors: ECONOMICS
Format: Article
Published: 2016
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/129993
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore