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
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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 | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Lateinamerika | Latin America | Markov-Kette | Markov chain | Theorie | Theory | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process |
Saved in:
freely available
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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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