Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Gabriel Rodríguez
| Year of publication: |
marzo, 2016
|
|---|---|
| Authors: | Rodriguez, Gabriel |
| Publisher: |
Lima - Perú : Departamento de Economía - Pontificia Universidad Católica del Perú |
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Lateinamerika | Latin America |
| Extent: | 39 Seiten in verschiedenen Seitenzählungen Illustrationen |
|---|---|
| Series: | Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía. - Lima, ZDB-ID 2405749-6. - Vol. no 416 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538608