Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios
AbstractThis paper examines the most frequently used models of conditional variance in the estimation of stock returns and portfolios. The models are analyzed by various tests in order to measure their capabilities to explain variance. At the same time, the tests
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Bibliographic InfoArticle provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.
Volume (Year): 34 (1997)
Issue (Month): 101 ()
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