GDP growth and the interdependency of volatility spillovers
Indika Karunanayake; Abbas Valadkhani; Martin O'Brien
| Year of publication: |
2012
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|---|---|
| Authors: | Karunanayake, Indika ; Valadkhani, Abbas ; O'Brien, Martin |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 6.2012, 1, p. 83-96
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| Subject: | GDP Volatility | MGARCH Models | Diagonal VECH Model | Constant Conditional Correlation Model | Volatilität | Volatility | ARCH-Modell | ARCH model | Nationaleinkommen | National income | Korrelation | Correlation | Bruttoinlandsprodukt | Gross domestic product | Spillover-Effekt | Spillover effect | Wirtschaftswachstum | Economic growth | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010244294