Number of the records: 1  

The spline GARCH model for unconditional volatility and its global macroeconomic causes

  1. Title The spline GARCH model for unconditional volatility and its global macroeconomic causes
    Author infoRobert F. Engle, Jose Gonzalo Rangel
    Author Engle Robert F.
    Co-authors Rangel Jose Gonzalo
    Issue dataPraha : Czech National Bank , 2005. - 28 s.
    Edition Working paper series , 13/2005
    Document kindworking papers
    LanguageEnglish
    Country of EditionCzech Republic
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords banky * výskum * modelovanie ekonometrické * modely * makroekonomika
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number815525

    Call numberLocationSublocationInfo
    815525SEKSklad knižničného fonduavailaible

Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.