Abanto-Valle, C. A., Rodríguez, G., Garrafa-Aragón, H., & Castro Cepero, L. M. (2021). Approximate bayesian estimation of stochastic volatility in mean models using hidden Markov models: Empirical evidence from stock Latin American markets.
Citación estilo ChicagoAbanto-Valle, Carlos A., Gabriel Rodríguez, Hernán Garrafa-Aragón, y Luis M. Castro Cepero. Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence From Stock Latin American Markets. 2021.
Cita MLAAbanto-Valle, Carlos A., Gabriel Rodríguez, Hernán Garrafa-Aragón, y Luis M. Castro Cepero. Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence From Stock Latin American Markets. 2021.
