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|Title:||Modelling volatility asymmetry of business cycles in the U.S.|
|Keywords:||Multivariate asymmetric GARCH|
US business cycle non-linearities
|Source:||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.|
|Source Title:||MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings|
|Appears in Collections:||Staff Publications|
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