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Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network 120

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Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network 17 14 3 0 5 0 3

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García;Guijarro;Moya - Estimating returns and condicional volatility: a comparison between the AR....pdf 78

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