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1 Ergebnisse
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Multivariate volatility models: an application to ibovespa ..:
Achcar, Jorge Alberto
;
Cepeda-Cuervo, Edilberto
;
Barossi-Filho, Milton
http://revistas.unal.edu.co/index.php/ceconomia/article/view/32872. , 2012
Link:
https://repositorio.unal.edu.co/handle/unal/43003
RT Journal T1
Multivariate volatility models: an application to ibovespa and dow jones industrial
UL https://suche.suub.uni-bremen.de/peid=base-ftuncolombiair:oai:repositorio.unal.edu.co:unal_43003&Exemplar=1&LAN=DE A1 Achcar, Jorge Alberto A1 Cepeda-Cuervo, Edilberto A1 Barossi-Filho, Milton PB Facultad de Ciencias Economicas - 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 Jel:G17 K1 G19 K1 C11 K1 C32 K1 C53 JF http://revistas.unal.edu.co/index.php/ceconomia/article/view/32872 LK http://dx.doi.org/https://repositorio.unal.edu.co/handle/unal/43003 DO https://repositorio.unal.edu.co/handle/unal/43003 SF ELIB - SuUB Bremen
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