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subject:"Derivat"
~person:"Lengua Lafosse, Patricia"
~subject:"Bayes-Statistik"
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Lengua Lafosse, Patricia
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
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