DOI: 10.11606/d.45.2011.tde-20220712-125159
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Modelagem GARCH multivariada

Mauricio Alejandro Mazo Lopera1

Abstract: Esta versão definitiva da dissertação contém as correções e alterações sugeridas pela Comissão Julgadora durante a defesa realizada por Mauricio Alejandro Mazo Lopera em 24/03/2011.

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