Journals
Publish with us
Publishing partnerships
About us
Blog
Discrete Dynamics in Nature and Society
+
Journal Menu
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Submit
Discrete Dynamics in Nature and Society
/
2015
/
Article
/
Tab 2
Research Article
Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III
Table 2
Results for the marginal distributions.
Loan growth rate
Growth rate of industrial added value
Coefficient
Std error
Coefficient
Std error
Mean equation
C
AR(1)
AR(2)
MA(1)
MA(2)
—
—
Variance equation
C
ARCH
GARCH
GED parameter