1. The spline GARCH model for unconditional volatility and its global macroeconomic causes
Title | The spline GARCH model for unconditional volatility and its global macroeconomic causes |
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Author info | Robert F. Engle, Jose Gonzalo Rangel |
Author | Engle Robert F. |
Co-authors | Rangel Jose Gonzalo |
Issue data | Praha : Czech National Bank , 2005. - 28 s. |
Edition | Working paper series , 13/2005 |
Document kind | working papers |
Language | English |
Country of Edition | Czech Republic |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | banky * výskum * modelovanie ekonometrické * modely * makroekonomika |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 815525 |