Work

Testing for Conditional Heteroscedasticity in the Components of Inflation

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1148110

Authors: Carmen Broto, Esther Ruiz

Institutions: Bank of Spain, Universidad Carlos III de Madrid

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2050348346

Cites: 96

Cited by: 33

Related to: 10