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
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在線閱讀:http://scholarbank.nus.edu.sg/handle/10635/52151
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