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~isPartOf:"Documento de trabajo"
~person:"Huang, Zhuo"
~person:"Rodriguez, Gabriel"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Exchange rate"
~type:"book"
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Documento de trabajo
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
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Primera edición
Persistent link: https://www.econbiz.de/10013170523
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Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
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2020
Persistent link: https://www.econbiz.de/10012435636
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