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Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Bonilla, Claudio A.
;
Romero, Rafael
;
Maquieira …
- In:
Macroeconomic dynamics
15
(
2011
)
5
,
pp. 713-724
Persistent link: https://www.econbiz.de/10009505801
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