The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes

✍ Scribed by Engle, Robert F.; Rangel, Jose Gonzalo

• Book ID: 121363337
• Publisher: Oxford University Press
• Year: 2008
• Tongue: English
• Weight: 754 KB
• Volume: 21
• Category: Article
• ISSN: 0893-9454
• DOI: 10.1093/rfs/hhn004