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Information about:
Jose Gonzalo Rangel

Personal Details | Affiliation | Works
This is information that was supplied by Jose Rangel in registering through RePEc. If you are Jose Gonzalo Rangel , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jose
Middle Name: Gonzalo
Last Name: Rangel
Suffix:

RePEc Short-ID: pra223

Email:
Homepage: http://www.stern.nyu.edu/~jrangel
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jose Gonzalo Rangel & Robert F. Engle, 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México. [Downloadable!]

  2. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department. [Downloadable!]

Articles

  1. Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(3), pages 1187-1222, May. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-06-10 Author is listed
  2. NEP-ECM: Econometrics (2) 2006-06-10 2009-03-14 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2006-06-10 2009-03-14 Author is listed
  4. NEP-FOR: Forecasting (1) 2006-06-10 Author is listed
  5. NEP-MAC: Macroeconomics (1) 2006-06-10 Author is listed
  6. NEP-MST: Market Microstructure (1) 2009-03-14 Author is listed
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This page was last updated on 2009-12-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.