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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Chu, L.F."
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Chu, L.F.
McAleer, M.J.
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Erasmus University Rotterdam, Econometric Institute
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How Volatile is ENSO?
Chu, L.F.
;
McAleer, M.J.
;
Chen, C-C.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
both the ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility. Moreover, 1998 is a …
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