Biblioteca "Dr. Ángel Martínez Garza" catalog › Details for: The factor-spline-GARCH model for high and low frequency correlations /

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The factor-spline-GARCH model for high and low frequency correlations / por José Gonzalo Rangel y Robert F. Engle

By: Rangel, José GonzaloMaterial type: Text

TextLanguage: English Series: Documentos de investigación 2009. 3Publisher: México : Dirección general de investigación económica, 2009Description: 68 páginas : tablas, gráficas

Item type:

Folletos

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Current library	Collection	Call number	Copy number	Status	Date due	Barcode
División de Ciencias Económico Administrativas Dr. Ángel Martínez Garza	Colección de folletos	Folleto 135 (Browse shelf (Opens below))	C.1	Available		024712

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Previous	Folleto 132 Una fórmula alternativa de valuar opciones americanas /	Folleto 133 Using seasonal models to forecast short-run inflation in México /	Folleto 134 La evolución de la pobreza difusa multidimensional en México, 1994-2006 /	Folleto 135 The factor-spline-GARCH model for high and low frequency correlations /	Folleto 136 On the dynamics of inflation persistence around the world /	Folleto 137 Forecasting exchange ratevolatility : the superior performance of conditional combinations of time series and option implied forecasts /	Folleto 138 Forecasting inflation in México using factor models : do disaggregated CPI data improve forecast accuracy? /	Next

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