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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Working paper series / Czech National Bank"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
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The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
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2005
Persistent link: https://www.econbiz.de/10003331373
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