| 2009 | ||
|---|---|---|
| j2 | Kin-Yip Ho, Albert K. Tsui, Zhaoyong Zhang: Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach. Mathematics and Computers in Simulation 79(9): 2856-2868 (2009) | |
| 2004 | ||
| j1 | Albert K. Tsui: Diagnostics for conditional heteroscedasticity models: some simulation results. Mathematics and Computers in Simulation 64(1): 113-119 (2004) | |
| 1 | Kin-Yip Ho | |
| 2 | Zhaoyong Zhang |
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