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Luis M. Castro Cepero · Study

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Luis M. Castro Cepero

1 works· latest 2021cluster: provisional

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Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets2021 · 32 citations

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Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets

Documento de trabajo·2021·4 authors·book·Open access

32citations