Forecasting the variance and return of Mexican financial series with symmetric GARCH models.
| Autor: | VILLALBA PADILLA, Fátima Irina1 fatima.villalba@gmail.com, FLORES-ORTEGA, Miguel1 mfo@prodigy.net.mx |
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| Zdroj: | Theoretical & Applied Economics. Mar2013, Vol. 20 Issue 3, p61-82. 22p. 16 Charts, 9 Graphs. |
| Databáze: | Business Source Ultimate |
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