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
Keywords :
GARCH , Markov switching model , Volatility
Journal title :
Japan and the World Economy
Journal title :
Japan and the World Economy