Hai, Vu Thanh; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied Economics 45 (2013) 20, pp. 2909-2914
We search for evidence of conditional volatility in the quarterly real Gross Domestic Product (GDP) growth rates of three East Asian tigers: Singapore, Hong Kong and Taiwan. The widely accepted Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH)-type model is used to...