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Lengua Lafosse, P. y RODRIGUEZ, G.(2018). An Empirical Application of a Stochastic Volatility Model with GH Skew Student's t-Distribution to the Volatility of Latin-American Stock Returns. The Quarterly Review of Economics and Finance. Volumen: 69. (pp. 155 - 173). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S106297691830053X
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RODRIGUEZ, G.; Ojeda, J. A.; Gonzáles, J. C.(2019). An Empirical Note about Estimation and Forecasting Latin American Forex Returns Volatility: The Role of Long Memory and Random Level Shifts Components. Portuguese Economic Journal. Volumen: 18. (pp. 107 - 123). Recuperado de: https://link.springer.com/article/10.1007/s10258-019-00156-1
