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~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
~subject:"ARCH model"
~subject:"Ankündigungseffekt"
~subject:"Finanzkrise"
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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The review of financial studies
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Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
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2015
Persistent link: https://www.econbiz.de/10011415340
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An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
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2014
Persistent link: https://www.econbiz.de/10011413259
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