Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach

Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach

10.1080/00036846.2012.687098

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Bibliographic Details
Main Authors: Hai, V.T., Tsui, A.K., Zhang, Z.
Other Authors: ECONOMICS
Format: Article
Published: 2014
Subjects:
asymmetric volatility
East Asian tigers
GARCH
persistence
real output
structural changes
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52089
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/52089

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