<p>Macroeconomic Effects of Sectoral Shocks in Germany, the U.K. and, the U.S.:A VAR-GARCH-M Approach</p><p>A semiparametric GARCH model for foreign exchange volatility</p><p>Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH</p><p>Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation</p><p>Handout.Introduction To ARCH & GARCH Models</p> <br/> <br/> <br/> <br/> <br/>

[此贴子已经被作者于2007-11-19 20:36:49编辑过]