Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Kin-yip Ho, Albert K. Tsui & Zhaoyong Zhang
| Year of publication: |
2009
|
|---|---|
| Authors: | Ho, Kin-Yip ; Tsui, Albert K. ; Zhang, Zhaoyong |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 117.2009, 1, p. 31-46
|
| Subject: | Konjunktur | Business cycle | Bruttoinlandsprodukt | Gross domestic product | ARCH-Modell | ARCH model | Branchenentwicklung | Sector development | Volatilität | Volatility | Korrelation | Correlation | Großbritannien | United Kingdom | 1968-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885910