Estudio empírico sobre el tipo de cambio mxn/usd : movimiento browniano geométrico versus proceso varianza-gamma
Alternative title: | Empirical study on the MXN USD exchange rate : geometric Brownian motion versus gamma-variance process |
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Year of publication: |
2019
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Authors: | Mosiño, Alejandro ; Salomón-Núñez, Laura Andrea ; Moreno-Okuno, Alejandro Tatsuo |
Published in: |
EconoQuantum : Revista de Economía y Negocios. - Zapopan, Jalisco : [Verlag nicht ermittelbar], ISSN 2007-9869, ZDB-ID 2572284-0. - Vol. 16.2019, 1, p. 33-56
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Subject: | Exchange rate | geometric brownian motion | variance-gamma process | value-at-risk | Kupiec test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.18381/eq.v16i1.7160 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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