Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310): Difference between revisions
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Revision as of 02:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach |
scientific article |
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Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (English)
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19 August 2009
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constant correlations
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US business cycle non-linearities
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index of industrial production
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multivariate asymmetric GARCH
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varying-correlations
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