Recientes publicaciones del consejero Gabriel Rodríguez
“Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models” (co-autorado con Miguel Ataurima Arellano) en The North American Journal of Economics and Finance. Para acceder: https://www.sciencedirect.com/science/article/abs/pii/S1062940820300607