Browsing Economía (Mag.) by Subject "Riesgo (Economía)--Modelos matemáticos"
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(Pontificia Universidad Católica del Perú, 2017-02-20)Most empirical studies in nance use data on a daily basis which is obtained by retaining the last observation of the day and ignoring all intraday records. However, as a result of the increased automatization of nancial ...