Villalba Padilla, Fátima Irina; Flores-Ortega, Miguel - In: Revista de Métodos Cuantitativos para la Economía y … 17 (2014), pp. 3-22
We jointly parameterized the generalized autoregressive conditional het- eroskedasticity that corresponds to the behavior of the variance of three variables: (a) the core Mexican stock market index (IPC), (b) the Emerging Markets Bond Index for Mexico (EMBI) as country risk pointer and, (c) the...