Alanya, Willy; Rodríguez, Gabriel - Departamento de Economía, Pontificia Universidad … - 2014
This study is one of the
rst to utilize the SV model to model Peruvian
nancial series, as well as estimating and comparing with GARCH models with normal and t-student errors. The analysis in this study corresponds to Perus stock market and exchange rate returns. The importance of this...