Cross-Country Evidence on Output Growth Volatility : Nonstationary Variance and Garch Models
Year of publication: |
2009
|
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Authors: | Fang, Wen-Shwo ; Miller, Stephen M. ; Lee, Chun-Shen |
Publisher: |
[S.l.] : SSRN |
Subject: | Großbritannien | United Kingdom | Japan | Volatilität | Volatility | Kanada | Canada | Deutschland | Germany | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Bruttoinlandsprodukt | Gross domestic product | Frankreich | France |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Scottish Journal of Political Economy, Vol. 55, No. 4, September 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.981265 [DOI] |
Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; O40 - Economic Growth and Aggregate Productivity. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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