Bibliographic citations
Lengua, P., (2015). An empirical application of stochastic volatility models to Latin-American stock returns using GH skew student's t-distribution [Pontificia Universidad Católica del Perú]. http://hdl.handle.net/20.500.12404/6167
Lengua, P., An empirical application of stochastic volatility models to Latin-American stock returns using GH skew student's t-distribution []. PE: Pontificia Universidad Católica del Perú; 2015. http://hdl.handle.net/20.500.12404/6167
@mastersthesis{sunedu/2663589,
title = "An empirical application of stochastic volatility models to Latin-American stock returns using GH skew student's t-distribution",
author = "Lengua Lafosse, Patricia",
publisher = "Pontificia Universidad Católica del Perú",
year = "2015"
}
This item is licensed under a Creative Commons License