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An analysis of the conditional volatility dynamics of the Australian business cycle
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 32 (2007) 2, pp. 157-182
Persistent link: https://www.econbiz.de/10003626181
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Analysis of real GDP growth rates of greater China : an asymmetric conditional volatility approach
Ho, Kin-Yip; Tsui, Albert K. - In: China economic review : an international journal 15 (2004) 4, pp. 424-442
Persistent link: https://www.econbiz.de/10002528775
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Asymmetric volatility of real GDP : some evidence from Canada, Japan, the United Kingdom and the United States
Ho, Kin-Yip; Tsui, Albert K. - In: Japan and the world economy : international journal of … 15 (2003) 4, pp. 437-445
Persistent link: https://www.econbiz.de/10001813583
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Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 19/21, pp. 2909-2914
Persistent link: https://www.econbiz.de/10010192361