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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spelling sg-nus-scholar.10635-520892023-10-25T22:52:24Z Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach Hai, V.T. Tsui, A.K. Zhang, Z. ECONOMICS asymmetric volatility East Asian tigers GARCH persistence real output structural changes 10.1080/00036846.2012.687098 Applied Economics 45 20 2909-2914 2014-05-05T10:25:18Z 2014-05-05T10:25:18Z 2013-07 Article Hai, V.T., Tsui, A.K., Zhang, Z. (2013-07). Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach. Applied Economics 45 (20) : 2909-2914. ScholarBank@NUS Repository. https://doi.org/10.1080/00036846.2012.687098 00036846 http://scholarbank.nus.edu.sg/handle/10635/52089 000305512200004 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic asymmetric volatility
East Asian tigers
GARCH
persistence
real output
structural changes
spellingShingle asymmetric volatility
East Asian tigers
GARCH
persistence
real output
structural changes
Hai, V.T.
Tsui, A.K.
Zhang, Z.
Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
description 10.1080/00036846.2012.687098
author2 ECONOMICS
author_facet ECONOMICS
Hai, V.T.
Tsui, A.K.
Zhang, Z.
format Article
author Hai, V.T.
Tsui, A.K.
Zhang, Z.
author_sort Hai, V.T.
title Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
title_short Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
title_full Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
title_fullStr Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
title_full_unstemmed Measuring asymmetry and persistence in conditional volatility in real output: Evidence from three East Asian tigers using a multivariate GARCH approach
title_sort measuring asymmetry and persistence in conditional volatility in real output: evidence from three east asian tigers using a multivariate garch approach
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/52089
_version_ 1781411741250355200

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