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

Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/52155

DC Field	Value
dc.title	Modelling volatility asymmetry of business cycles in the U.S.
dc.contributor.author	Ho, K.Y.
dc.contributor.author	Tsui, A.K.
dc.contributor.author	Zhang, Z.Y.
dc.date.accessioned	2014-05-05T10:26:01Z
dc.date.available	2014-05-05T10:26:01Z
dc.date.issued	2007
dc.identifier.citation	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.
dc.identifier.isbn	9780975840047
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/52155
dc.source	Scopus
dc.subject	Multivariate asymmetric GARCH
dc.subject	US business cycle non-linearities
dc.subject	Varying-Correlations
dc.type	Conference Paper
dc.contributor.department	ECONOMICS
dc.description.sourcetitle	MODSIM07 - Land, Water and Environmental Management: Integrated Systems for Sustainability, Proceedings
dc.description.page	933-939
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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