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Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs Proceso Varianza Gamma

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Figure

Cuadro 2: Parámetros estimados: MBG
Cuadro 3: Parámetros estimados para el PVG
Cuadro 4: Resultados de diferentes pruebas de bondad de ajuste. Los valores pse muestran entre paréntesis.

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