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

Japan and the World Economy

Volumn 15, Issue 4, 2003, Pages 437-445

  Ho, Kin Yip ^a   Tsui, Albert K C ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Asymmetric volatility; EGARCH model; Real growth rates

Indexed keywords

EID: 0141459109     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0922-1425(03)00026-4     Document Type: Article

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