Análisis comparativo de modelos para estimar la distribución de la volatilidad de series financieras de rendimientos
[A Comparative Analysis of Models for Estimating the Volatility Distribution of Financial Returns Series]
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References listed on IDEAS
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More about this item
KeywordsVolatilidad estocástica; heteroscedasticidad condicional; procesos de difusión; simulación Monte Carlo;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-18 (All new papers)
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