The spline GARCH model for unconditional volatility and its global macroeconomic causes - Engle, R. F. (Robert F.); Rangel, Jose Gonzalo, 1973- (Praha : Czech National Bank, 2005)
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Keywords: ekonomická rovnováha; makroekonomické modely; měnová politika; studie; equilibrium (economics); macroeconomic models; monetary policy; studies