Macroeconomics and ARCH
收藏NBER2008-06-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w14151
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资源简介:
Although ARCH-related models have proven quite popular in finance, they are less frequently used in macroeconomic applications. In part this may be because macroeconomists are usually more concerned about characterizing the conditional mean rather than the conditional variance of a time series. This
提供机构:
美国国家经济研究局
创建时间:
2008-06-01



