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subject:"ARCH-Modell"
~person:"Santillán Salgado, Roberto Joaquín"
~subject:"Mexico"
~subject:"Mexiko"
~subject:"Optionspreistheorie"
~subject:"dynamic valuation models"
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Santillán Salgado, Roberto Joaquín
Mittnik, Stefan
9
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7
Linders, Daniël
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Economía teoría y práctica
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International journal of bonds and derivatives
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Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
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2
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
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