Stochastic volatility in mean : empirical evidence from stock Latin American markets
Carlos A. Abanto-Valle, Gabriel Rodríguez y Hernán B. Garrafa-Aragón
| Year of publication: |
febrero, 2020
|
|---|---|
| Authors: | Abanto-Valle, Carlos A. ; Rodriguez, Gabriel ; Garrafa-Aragón, Hernán B. |
| Publisher: |
Lima, Perú : Departamento de Economía, Pontificia Universidad Católica del Perú |
| Subject: | Stock Latin American Markets | Stochastic Volatility in Mean | Feed-Back Effect | Hamiltonian Monte Carlo | Markov Chain Monte Carlo | Riemannian Manifold Hamiltonian Monte Carlo | Non Linear State Space Models | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Lateinamerika | Latin America | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Zustandsraummodell | State space model |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | Documento de trabajo. - Lima, Perú : Departamento de Economía, ZDB-ID 2405751-4. - Vol. no 481 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012435606