Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/52155
Title: Modelling volatility asymmetry of business cycles in the U.S.
Authors: Ho, K.Y.
Tsui, A.K. 
Zhang, Z.Y.
Keywords: Multivariate asymmetric GARCH
US business cycle non-linearities
Varying-Correlations
Issue Date: 2007
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
URI: http://scholarbank.nus.edu.sg/handle/10635/52155
ISBN: 9780975840047
Appears in Collections:Staff Publications

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