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https://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 | 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. | 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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