The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
| Year of publication: |
2008
|
|---|---|
| Authors: | Engle, Robert F. ; Rangel, Jose Gonzalo |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 3, p. 1187-1222
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