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Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
16 references·1 citing·29 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
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645 cited
  • 1984ARMA MODELS WITH ARCH ERRORS282 cited
  • 1992Stock Price Dynamics and Firm Size: An Empirical Investigation246 cited
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    • 2005Inflation Dynamics in China12 cited