Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach
Work
Year: 2008
Type: article
Authors Kin‐Yip Ho, Albert K. Tsui, Zhaoyong Zhang
Institutions Swinburne University of Technology, National University of Singapore, Edith Cowan University
Cites: 80
Cited by: 13
Related to: 10
FWCI: 0.573
Citation percentile (by year/subfield): 79.39
Subfield: Finance
Domain: Social Sciences
Open Access status: closed