The spline GARCH model for unconditional volatility and its global macroeconomic causes
| Hlavní autoři: | , |
|---|---|
| Typ dokumentu: | Kniha |
| Jazyk: | angličtina |
| ISBN: | 80-239-7931-0 |
| Rok: |
Praha :
Czech National Bank,
2005
|
| Edice: | Working paper series (CNB)
|
| Témata: |