The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/21/3/1187/5416451/hhn004.pdf
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1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
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5. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
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