Title of article :
Alternative characterization of the volatility in the growth rate of real GDP
Author/Authors :
Ramaprasad Bhar، نويسنده , , Shigeyuki Hamori، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
9
From page :
223
To page :
231
Keywords :
GARCH , Markov switching model , Volatility
Journal title :
Japan and the World Economy
Serial Year :
2003
Journal title :
Japan and the World Economy
Record number :
228510
Link To Document :
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