Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States
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References listed on IDEAS
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- Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2013.
"Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach,"
Taylor & Francis Journals, vol. 45(20), pages 2909-2914, July.
- Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2009. "Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach," SCAPE Policy Research Working Paper Series 0904, National University of Singapore, Department of Economics, SCAPE.
- Vu Thanh Hai & Albert K. Tsuia & Zhaoyong Zhang, 2009. "Measuring Asymmetry and Persistence in Conditional Volatility in Real Output : Evidence from Three East Asian Tigers Using a Multivariate GARCH approach," Trade Working Papers 22760, East Asian Bureau of Economic Research.
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