Cita APA

Ataurima Arellano, M., Collantes, E., & Rodriguez , G. (2017). Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models.

Citación estilo Chicago

Ataurima Arellano, Miguel, Erika Collantes, y Gabriel Rodriguez . Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility Using Markov-Switching GARCH Models. 2017.

Cita MLA

Ataurima Arellano, Miguel, Erika Collantes, y Gabriel Rodriguez . Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility Using Markov-Switching GARCH Models. 2017.