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

id	sg-nus-scholar.10635-52155
record_format	dspace
spelling	sg-nus-scholar.10635-521552015-01-12T07:12:35Z Modelling volatility asymmetry of business cycles in the U.S. Ho, K.Y. Tsui, A.K. Zhang, Z.Y. ECONOMICS Multivariate asymmetric GARCH US business cycle non-linearities Varying-Correlations MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings 933-939 2014-05-05T10:26:01Z 2014-05-05T10:26:01Z 2007 Conference Paper Ho, K.Y.,Tsui, A.K.,Zhang, Z.Y. (2007). Modelling volatility asymmetry of business cycles in the U.S.. MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings : 933-939. ScholarBank@NUS Repository. 9780975840047 http://scholarbank.nus.edu.sg/handle/10635/52155 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Multivariate asymmetric GARCH US business cycle non-linearities Varying-Correlations
spellingShingle	Multivariate asymmetric GARCH US business cycle non-linearities Varying-Correlations Ho, K.Y. Tsui, A.K. Zhang, Z.Y. Modelling volatility asymmetry of business cycles in the U.S.
description	MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings
author2	ECONOMICS
author_facet	ECONOMICS Ho, K.Y. Tsui, A.K. Zhang, Z.Y.
format	Conference or Workshop Item
author	Ho, K.Y. Tsui, A.K. Zhang, Z.Y.
author_sort	Ho, K.Y.
title	Modelling volatility asymmetry of business cycles in the U.S.
title_short	Modelling volatility asymmetry of business cycles in the U.S.
title_full	Modelling volatility asymmetry of business cycles in the U.S.
title_fullStr	Modelling volatility asymmetry of business cycles in the U.S.
title_full_unstemmed	Modelling volatility asymmetry of business cycles in the U.S.
title_sort	modelling volatility asymmetry of business cycles in the u.s.
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52155
_version_	1681083959596810240

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

Similar Items