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Stochastic models with heterosked asticity: a Bayesian approach for Ibovespa returns

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Bibliographic Details
Main Author:	Sandra Cristina de Oliveira
Format:	Artículo científico
Language:	en
Published:	Universidade Estadual de Maringá 2013
Subjects:	Ingeniería ARCH family MC MC methods Bayesian analysis financial returns
Online Access:	Acceder al recurso
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