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

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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書目詳細資料
Main Authors:	Ho, K.-Y., Tsui, A.K., Zhang, Z.Y.
其他作者:	ECONOMICS
格式:	Conference or Workshop Item
出版:	2014
主題:	Business Cycle Non-linearities Constant correlations Index of Industrial Production Multivariate Asymmetric GARCH Varying-Correlations
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/52151
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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