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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書目詳細資料
Main Authors:	Hai, V.T., Tsui, A.K., Zhang, Z.Y.
其他作者:	ECONOMICS
格式:	Conference or Workshop Item
出版:	2014
主題:	Asymmetric volatility EGARCH GDP growth rates MGARCH MICSS algorithm Structural changes in volatility
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/52154
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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