Jose Gonzalo Rangel

affiliation not provided to SSRN

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1

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The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes

NYU Working Paper No. FIN-07-049
Number of pages: 52 Posted: 03 Nov 2008
Robert F. Engle and Jose Gonzalo Rangel
New York University - Leonard N. Stern School of Business - Department of Economics and affiliation not provided to SSRN
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The Spline-GARCH Model for Low-Frequency Volatility and its Global Macroeconomic Causes

The Review of Financial Studies, Vol. 21, Issue 3, pp. 1187-1222, 2008
Posted: 02 Jul 2008
Robert F. Engle and Jose Gonzalo Rangel
New York University - Leonard N. Stern School of Business - Department of Economics and affiliation not provided to SSRN

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