Modelación de la asimetría y curtosis condicionales: una aplicación VaR para series colombianas
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DOI: 10.32468/be.834
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More about this item
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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