Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach

10.1016/j.chieco.2004.06.011

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Bibliographic Details
Main Authors: Ho, K.Y., Tsui, A.K.C.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/19969
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-199692023-08-24T20:21:42Z Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach Ho, K.Y. Tsui, A.K.C. ECONOMICS Conditional heteroskedasticity EGARCH model Real GDP growth rates 10.1016/j.chieco.2004.06.011 China Economic Review 15 4 424-442 2011-02-24T06:55:03Z 2011-02-24T06:55:03Z 2004 Article Ho, K.Y., Tsui, A.K.C. (2004). Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach. China Economic Review 15 (4) : 424-442. ScholarBank@NUS Repository. https://doi.org/10.1016/j.chieco.2004.06.011 1043951X http://scholarbank.nus.edu.sg/handle/10635/19969 000225610100004 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Conditional heteroskedasticity
EGARCH model
Real GDP growth rates
spellingShingle Conditional heteroskedasticity
EGARCH model
Real GDP growth rates
Ho, K.Y.
Tsui, A.K.C.
Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
description 10.1016/j.chieco.2004.06.011
author2 ECONOMICS
author_facet ECONOMICS
Ho, K.Y.
Tsui, A.K.C.
format Article
author Ho, K.Y.
Tsui, A.K.C.
author_sort Ho, K.Y.
title Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
title_short Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
title_full Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
title_fullStr Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
title_full_unstemmed Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
title_sort analysis of real gdp growth rates of greater china: an asymmetric conditional volatility approach
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/19969
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