Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States

10.1016/S0922-1425(03)00026-4

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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/10635/20019
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Institution: National University of Singapore
id sg-nus-scholar.10635-20019
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spelling sg-nus-scholar.10635-200192023-10-27T07:26:52Z Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States Ho, K.-Y. Tsui, A.K.C. ECONOMICS Asymmetric volatility EGARCH model Real growth rates 10.1016/S0922-1425(03)00026-4 Japan and the World Economy 15 4 437-445 2011-02-24T06:55:40Z 2011-02-24T06:55:40Z 2003 Article Ho, K.-Y., Tsui, A.K.C. (2003). Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States. Japan and the World Economy 15 (4) : 437-445. ScholarBank@NUS Repository. https://doi.org/10.1016/S0922-1425(03)00026-4 09221425 http://scholarbank.nus.edu.sg/handle/10635/20019 000186240400005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Asymmetric volatility
EGARCH model
Real growth rates
spellingShingle Asymmetric volatility
EGARCH model
Real growth rates
Ho, K.-Y.
Tsui, A.K.C.
Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
description 10.1016/S0922-1425(03)00026-4
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 Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
title_short Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
title_full Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
title_fullStr Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
title_full_unstemmed Asymmetric volatility of real GDP: Some evidence from Canada, Japan, the United Kingdom and the United States
title_sort asymmetric volatility of real gdp: some evidence from canada, japan, the united kingdom and the united states
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/20019
_version_ 1781410105355403264