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Documents Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes Robert...

Slide 1Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes Robert Engle and Jose Gonzalo Rangel NYU and UCSD Slide 2 GOALS ESTIMATE…

Documents Scott Nelson July 29, 2008. Outline of Presentation Introduction to Quantitative Finance Time Series...

Slide 1Scott Nelson July 29, 2008 Slide 2 Outline of Presentation Introduction to Quantitative Finance Time Series Concepts Stationarity, Autocorrelation, Time Series Models…