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Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network 124

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Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network 0 3 1 0 2 1 0

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García;Guijarro;Moya - Estimating returns and condicional volatility: a comparison between the AR....pdf 80

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