Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai, Albert K. Tsui and Zhaoyong Zhang
| Year of publication: |
2013
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| Authors: | Vu Thanh Hai ; Tsui, Albert K. ; Zhang, Zhaoyong |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 19/21, p. 2909-2914
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| Subject: | East Asian tigers | real output | GARCH | structural changes | persistence | asymmetric volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Bruttoinlandsprodukt | Gross domestic product | Südkorea | South Korea | Ostasien | East Asia | Schätzung | Estimation | Taiwan | Zeitreihenanalyse | Time series analysis | Nationaleinkommen | National income |
| 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/10010192361