Keywords: Correlación dinámica
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Journal Articles
Academia Revista Latinoamericana de Administracion (2025) 38 (2): 361–378.
Published: 24 March 2025
... financieras Índices bursátiles americanos Correlación dinámica Contagio Modelo DCC-EGARCH Marginal Behavior Analysis: The volatility dynamics of each stock index are modeled using an EGARCH (1,1) framework to capture conditional volatility and asymmetry in response to shocks. DCC-EGARCH Models...

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