Estimação de ordem em modelos AR, ARCH e BEKK-GARCH usando o critério EDC | Zendy

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Estimação de ordem em modelos AR, ARCH e BEKK-GARCH usando o critério EDC

Author(s) -

Paulo Angelo Alves Resende

Publication year - 2014

Language(s) - Portuguese

Resource type - Dissertations/theses

DOI - 10.26512/2014.11.t.17954

Subject(s) - humanities , physics , philosophy , mathematics

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