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

  1. ENGLE, Robert F. - RANGEL, Jose Gonzalo. The spline GARCH model for unconditional volatility and its global macroeconomic causes. Praha : Czech National Bank, 2005. 28 s. Working paper series, 13/2005. [Copy count : 1, currently available 1, at library only 0]
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