Title of article
Alternative characterization of the volatility in the growth rate of real GDP
Author/Authors
Ramaprasad Bhar، نويسنده , , Shigeyuki Hamori، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
9
From page
223
To page
231
Keywords
GARCH , Markov switching model , Volatility
Journal title
Japan and the World Economy
Serial Year
2003
Journal title
Japan and the World Economy
Record number
228510
Link To Document