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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spelling	sg-nus-scholar.10635-521542015-01-11T14:37:40Z Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach Hai, V.T. Tsui, A.K. Zhang, Z.Y. ECONOMICS Asymmetric volatility EGARCH GDP growth rates MGARCH MICSS algorithm Structural changes in volatility 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings 1140-1146 2014-05-05T10:26:00Z 2014-05-05T10:26:00Z 2009 Conference Paper Hai, V.T.,Tsui, A.K.,Zhang, Z.Y. (2009). 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 : 1140-1146. ScholarBank@NUS Repository. 9780975840078 http://scholarbank.nus.edu.sg/handle/10635/52154 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Asymmetric volatility EGARCH GDP growth rates MGARCH MICSS algorithm Structural changes in volatility
spellingShingle	Asymmetric volatility EGARCH GDP growth rates MGARCH MICSS algorithm Structural changes in volatility Hai, V.T. Tsui, A.K. Zhang, Z.Y. Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
description	18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings
author2	ECONOMICS
author_facet	ECONOMICS Hai, V.T. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Hai, V.T. Tsui, A.K. Zhang, Z.Y.
author_sort	Hai, V.T.
title	Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
title_short	Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
title_full	Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
title_fullStr	Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
title_full_unstemmed	Real GDP growth rates of Singapore, Taiwan and Hong Kong: An asymmetric multivariate GARCH approach
title_sort	real gdp growth rates of singapore, taiwan and hong kong: an asymmetric multivariate garch approach
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52154
_version_	1681083959415406592

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

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