Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach

10.1016/j.matcom.2008.08.015

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Bibliographic Details
Main Authors: Ho, K.-Y., Tsui, A.K., Zhang, Z.
Other Authors: ECONOMICS
Format: Article
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/22333
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Institution: National University of Singapore