مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States

Title of article :

Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States

Author/Authors :

Kin Yip HO، نويسنده , , Albert K. C. Tsui، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

437

To page :

445

Keywords :

Real growth rates , EGARCH model , Asymmetric volatility

Journal title :

Japan and the World Economy

Serial Year :

2003

Journal title :

Japan and the World Economy

Record number :

228525

Link To Document :