Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios
This paper examines the most frequently used models of conditional variance in the estimation of stock returns and portfolios. The models are analyzed by various tests in order to measure their capabilities to explain variance. At the same time, the tests
Year of publication: |
1997
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Authors: | Parisi, Franco |
Published in: |
Latin American Journal of Economics-formerly Cuadernos de Economía. - Instituto de Economía, ISSN 0717-6821. - Vol. 34.1997, 101, p. 27-47
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Publisher: |
Instituto de Economía |
Saved in:
freely available
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