McAleer, Michael; Chu, Chu, L-F.; Chen, Chen, C-C. - Faculteit der Economische Wetenschappen, Erasmus … - 2012
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 …
