<The> spline GARCH model for unconditional volatility and its global macroeconomic causes

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Main Author: Engle, Robert F.
Other Authors: Rangel, Jose Gonzalo
Format: Book
Language:English
Published: Praha Czech National Bank 2005
Series:Working paper series 13/2005
Subjects:
banky
výskum
modelovanie ekonometrické
modely
makroekonomika
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041 0 |a eng 
044 |a CZ 
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 

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