Lopes, Lucas Pereira 
; Cancho, Vicente Garibay ; Louzada, Francisco
Source: Chilean Journal of Statistics. Unidades: ICMC, IME
Subjects: INFERÊNCIA ESTATÍSTICA, ANÁLISE DE REGRESSÃO E DE CORRELAÇÃO, PROCESSOS ESTOCÁSTICOS
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LOPES, Lucas Pereira e CANCHO, Vicente Garibay e LOUZADA, Francisco. GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation. Chilean Journal of Statistics, v. 10, n. 2, p. 155-176, 2019Tradução . . Disponível em: http://chjs.mat.utfsm.cl/volumes/10/ChJS-10-02-04.pdf. Acesso em: 05 ago. 2024.APA
Lopes, L. P., Cancho, V. G., & Louzada, F. (2019). GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation. Chilean Journal of Statistics, 10( 2), 155-176. Recuperado de http://chjs.mat.utfsm.cl/volumes/10/ChJS-10-02-04.pdfNLM
Lopes LP, Cancho VG, Louzada F. GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation [Internet]. Chilean Journal of Statistics. 2019 ; 10( 2): 155-176.[citado 2024 ago. 05 ] Available from: http://chjs.mat.utfsm.cl/volumes/10/ChJS-10-02-04.pdfVancouver
Lopes LP, Cancho VG, Louzada F. GARCH-in-mean models with asymmetric variance processes for bivariate European option evaluation [Internet]. Chilean Journal of Statistics. 2019 ; 10( 2): 155-176.[citado 2024 ago. 05 ] Available from: http://chjs.mat.utfsm.cl/volumes/10/ChJS-10-02-04.pdf
