1. The spline GARCH model for unconditional volatility and its global macroeconomic causes
: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]