EGARCH: Un Modelo Asimétrico para estimar la volatilidad de series financieras

Research output: Contribution to journal › Article

Original language	Spanish (Colombia)
Pages (from-to)	49-60
Number of pages	12
Journal	Revista Ingenierías Universidad de Medellín
Volume	9
Issue number	N/A
State	Published - 1 Jan 2010

Cite this

@article{4a437ed628634f95a2db056bcd21b100,

title = "EGARCH: Un Modelo Asim{\'e}trico para estimar la volatilidad de series financieras",

author = "{FERN{\'A}NDEZ CASTA{\~N}O}, HORACIO",

year = "2010",

month = jan,

day = "1",

language = "Espa{\~n}ol (Colombia)",

volume = "9",

pages = "49--60 ",

journal = "Revista Ingenier{\'i}as Universidad De Medell{\'i}n",

issn = "1692-3324",

number = "N/A",

}