Villalba Padilla, F. I. and Flores-Ortega, M. (2016) “Volatility Analysis of the Core Mexican Stock Market Index, the Country Risk Index, and the Mexican Oil Basket Using an Asymmetric Trivariate GARCH Model”, Journal of Quantitative Methods for Economics and Business Administration, 17, p. Páginas 3 a 22. doi: 10.46661/revmetodoscuanteconempresa.2191.