Valderrama, Diego - Society for Computational Economics - SCE - 2003
Caribbean Economics Association Meetings in Montevideo, Uruguay, 10th Annual Symposium of the Society
for Nonlinear Econometrics … insight into economics can be gained by taking a flexible
approach and by studying nonlinearities of economic time series. As …-ARCH models). If the economics model’s parameters would be chosen just to reflect the
unconditional volatility then one would be …