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"Volatility dynamics of the US business cycle: A multivariate asymmetric ..."

Kin-Yip Ho, Albert K. Tsui, Zhaoyong Zhang (2009)

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DOI: 10.1016/J.MATCOM.2008.08.015

access: closed

type: Journal Article

metadata version: 2020-03-04

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Kin-Yip Ho, Albert K. Tsui, Zhaoyong Zhang:
Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach. Math. Comput. Simul. 79(9): 2856-2868 (2009)

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