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Empirical modelling of latin american stock markets returns and volatility using Markov - Switching garch models
Empirical modelling of latin american stock markets returns and volatility using Markov - Switching garch models
2017
Miguel Ataurima-Arellano
Keywords:
Volatility (finance)
Markov chain
Empirical modelling
Autoregressive conditional heteroskedasticity
Econometrics
Economics
Latin Americans
Correction
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