How Volatile is ENSO?
Year of publication: |
2009-08-18
|
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Authors: | McAleer, Michael ; Chu, Chu, L. ; Chen, Chen, C-C. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | EGARCH | ENSO | GARCH | GJR | SOI | SOT | Volatility |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2009-18 |
Classification: | C22 - Time-Series Models ; Q25 - Water ; Q29 - Renewable Resources and Conservation; Environmental Management. Other |
Source: |
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Chu, L.F., (2009)
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Chu, LanFen, (2010)
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McAleer, Michael, (2011)
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