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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Bibliographic Details
Main Authors:	Ho, K.-Y., Tsui, A.K., Zhang, Z.Y.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Business Cycle Non-linearities Constant correlations Index of Industrial Production Multivariate Asymmetric GARCH Varying-Correlations
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52151
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-52151
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spelling	sg-nus-scholar.10635-521512015-01-14T21:22:10Z Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach Ho, K.-Y. Tsui, A.K. Zhang, Z.Y. ECONOMICS Business Cycle Non-linearities Constant correlations Index of Industrial Production Multivariate Asymmetric GARCH Varying-Correlations MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty 1533-1539 2014-05-05T10:25:58Z 2014-05-05T10:25:58Z 2011 Conference Paper Ho, K.-Y.,Tsui, A.K.,Zhang, Z.Y. (2011). 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 : 1533-1539. ScholarBank@NUS Repository. 9780987214317 http://scholarbank.nus.edu.sg/handle/10635/52151 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Business Cycle Non-linearities Constant correlations Index of Industrial Production Multivariate Asymmetric GARCH Varying-Correlations
spellingShingle	Business Cycle Non-linearities Constant correlations Index of Industrial Production Multivariate Asymmetric GARCH Varying-Correlations Ho, K.-Y. Tsui, A.K. Zhang, Z.Y. Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
description	MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty
author2	ECONOMICS
author_facet	ECONOMICS Ho, K.-Y. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Ho, K.-Y. Tsui, A.K. Zhang, Z.Y.
author_sort	Ho, K.-Y.
title	Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
title_short	Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
title_full	Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
title_fullStr	Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
title_full_unstemmed	Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach
title_sort	modeling the conditional volatility asymmetry of business cycles in four oecd countries: a multivariate garch approach
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52151
_version_	1681083958880632832

Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach

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