Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach

Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach

18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings

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Bibliographic Details
Main Authors: Hai, V.T., Tsui, A.K., Zhang, Z.Y.
Other Authors: ECONOMICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Asymmetric volatility
EGARCH
GDP growth rates
MGARCH
MICSS algorithm
Structural changes in volatility
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52154
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/52154

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