Selecting between autoregressive conditional heteroskedasticity models an empirical application to the volatility of stock returns in Peru = Selección de modelos de heterocedasticidad autorregresiva condicional

Univariate autoregressive conditional heteroskedasticity models > Peruvian stock market returns > volatility > symmetries > normal > t-Student > skewed t-Student > GED distribution > Aufsatz in Zeitschrift