Modelling volatility in job loss during the COVID-19 pandemic: the Malaysian case
This study employs a suitable volatility model that examines the impact of COVID-19 new cases and deaths on the volatility of daily job loss in Malaysia. Autoregressive Distributed Lag (ARDL) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) were employed as the modelling strateg...
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| Main Authors: | , , , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Taylor & Francis
2024
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| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/105756/1/Modelling%20volatility%20in%20job%20loss%20during%20the%20COVID-19%20pandemic%20%20The%20Malaysian%20case.pdf http://psasir.upm.edu.my/id/eprint/105756/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85181872386&doi=10.1080%2f23322039.2023.2291886&partnerID=40&md5=680052130e55f454fec9132f965f6788 |
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http://psasir.upm.edu.my/id/eprint/105756/1/Modelling%20volatility%20in%20job%20loss%20during%20the%20COVID-19%20pandemic%20%20The%20Malaysian%20case.pdfhttp://psasir.upm.edu.my/id/eprint/105756/
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85181872386&doi=10.1080%2f23322039.2023.2291886&partnerID=40&md5=680052130e55f454fec9132f965f6788