Buchumschlag

Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market

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Bibliographische Detailangaben
1. Verfasser:	Francisco López Herrera
Format:	Artículo científico
Sprache:	en
Veröffentlicht:	Universidad Nacional Autónoma de México 2015
Schlagworte:	Economía y Finanzas copula analysis multivariate GARCH World Capital Market Volatility dependence Mexican Stock Exchange
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