Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference or Workshop Item |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/52151 |
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| Institution: | National University of Singapore |