Chu, Lan-Fen; McAleer, Michael; Chen, Chi-Chung - In: Journal of Reviews on Global Economics 1 (2012), pp. 1-12
This paper analyzes two indexes in order to capture the volatility inherent in El Niños Southern Oscillations (ENSO … suitable for modelling ENSO volatility accurately, and that 1998 is a turning point, which indicates that the ENSO strength has …