Modelling volatility asymmetry of business cycles in the U.S.

Modelling volatility asymmetry of business cycles in the U.S.

MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings

Saved in:
Bibliographic Details
Main Authors: Ho, K.Y., Tsui, A.K., Zhang, Z.Y.
Other Authors: ECONOMICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Multivariate asymmetric GARCH
US business cycle non-linearities
Varying-Correlations
Online Access:http://scholarbank.nus.edu.sg/handle/10635/52155
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings

Similar Items