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1 Ergebnisse
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Multivariate volatility models: an application to IBOVESPA ..:
Barossi-Filho Milton
;
Cepeda-Cuervo Edilberto
;
Achcar Jorge Alberto
http://www.revistas.unal.edu.co/index.php/ceconomia/article/view/32872. , 2012
Link:
https://doaj.org/article/87dd82257f00466bb8ae1aa519787..
RT Journal T1
Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:87dd82257f00466bb8ae1aa519787013&Exemplar=1&LAN=DE A1 Barossi-Filho Milton A1 Cepeda-Cuervo Edilberto A1 Achcar Jorge Alberto PB Universidad Nacional de Colombia YR 2012 K1 GARCH multivariados K1 modelos de volatilidad estocástica K1 series de tiempo financieras K1 metodología bayesiana K1 simulación de Monte Carlo K1 Social Sciences K1 H K1 Economic history and conditions K1 HC10-1085 JF http://www.revistas.unal.edu.co/index.php/ceconomia/article/view/32872 LK http://dx.doi.org/https://doaj.org/article/87dd82257f00466bb8ae1aa519787013 DO https://doaj.org/article/87dd82257f00466bb8ae1aa519787013 SF ELIB - SuUB Bremen
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