<The> spline GARCH model for unconditional volatility and its global macroeconomic causes
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| Autore principale: | |
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| Altri autori: | |
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
Praha
Czech National Bank
2005
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| Serie: | Working paper series
13/2005 |
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| 041 | 0 | |a eng | |
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| 245 | 1 | 0 | |a <The> spline GARCH model for unconditional volatility and its global macroeconomic causes |c Robert F. Engle, Jose Gonzalo Rangel |
| 264 | 1 | |a Praha |b Czech National Bank |c 2005 | |
| 300 | |a 28 s. | ||
| 490 | 1 | |a Working paper series |v 13/2005 | |
| 830 | 0 | |a Working paper series |v 13/2005 | |
| 610 | 2 | 0 | |a banky |
| 610 | 2 | 0 | |a výskum |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 610 | 2 | 0 | |a modely |
| 610 | 2 | 0 | |a makroekonomika |
| 100 | 1 | |a Engle, Robert F. | |
| 700 | 1 | |a Rangel, Jose Gonzalo | |