Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Kin-Yip Ho, Albert K. Tsui and Zhaoyong Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Ho, Kin-Yip ; Tsui, Albert K. ; Zhang, Zhaoyong |
| Published in: |
Journal of economic development. - Seoul, Korea : [Verlag nicht ermittelbar], ISSN 0254-8372, ZDB-ID 872015-0. - Vol. 38.2013, 3, p. 33-56
|
| Subject: | Business Cycle Non-Linearities | Constant Correlations | Index of Industrial Production | Multivariate Asymmetric GARCH | Varying-Correlations | Konjunktur | Business cycle | Volatilität | Volatility | ARCH-Modell | ARCH model | OECD-Staaten | OECD countries | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Korrelation | Correlation | Bruttoinlandsprodukt | Gross domestic product | Industrieproduktion | Industrial production | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010196456