J. Gonzalo Rangel

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The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes

NYU Working Paper No. SC-CFE-04-05
Number of pages: 41 Posted: 07 Nov 2008
Robert F. Engle and J. Gonzalo Rangel
New York University - Leonard N. Stern School of Business - Department of Economics and affiliation not provided to SSRN
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