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Cuadernos de Economía
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ACHCAR, Jorge Alberto; CEPEDA-CUERVO, Edilberto  and  BAROSSI-FILHO, Milton. MULTIVARIATE VOLATILITY MODELS: AN APPLICATION TO IBOVESPA AND DOW JONES INDUSTRIAL. Cuad. Econ. [online]. 2012, vol.31, n.56, pp.301-320. ISSN 0121-4772.