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~person:"Engle, Robert F."
~type_genre:"Non-commercial literature"
~isPartOf:"Working paper series / Czech National Bank"
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The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
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