Chu, Lan-Fen; McAleer, M.; Chen, Chi-Chung - Institute of Economic Research, Kyoto University - 2012
This paper analyzes two indexes in order to capture the volatility inherent in El Ninos Southern Oscillations (ENSO … suitable for modelling ENSO volatility accurately, and that 1998 is a turning point, which indicates that the ENSO strength has …