Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Hai, Vu Thanh ; Tsui, Albert K. ; Zhang, Zhaoyong |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 45.2013, 20 (1.7.), p. 2909-2914
|