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~isPartOf:"Econometric Society monographs"
~isPartOf:"Revista latinoamericana de desarrollo económico"
~subject:"Financial Econometrics"
~subject:"Volatility"
~subject:"Welt"
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Estimación de la volatilidad del tipo de cambio en México y Brasil : un enfoque con modelos Markov Switching Garch
Martínez, Rolando Caballero
;
Claure, Benigno Caballero
- In:
Revista latinoamericana de desarrollo económico
25
(
2016
),
pp. 127-170
Persistent link: https://www.econbiz.de/10011584362
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Dynamic models for volatility and heavy tails : with applications to financial and economic time series
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009766496
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