Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
WenShwo Fang, Stephen M. Miller and ChunShen Lee
| Year of publication: |
2008
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|---|---|
| Authors: | Fang, Wen-shwo ; Miller, Stephen M. ; Lee, ChunShen |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 55.2008, 4, p. 509-541
|
| Subject: | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Japan | Kanada | Canada | USA | United States | 1957-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003742974