Narrow search
Showing 1 - 3 of 3
Cover Image
GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
Cover Image
Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Bonilla, Claudio A.; Romero, Rafael; Maquieira … - In: Macroeconomic dynamics 15 (2011) 5, pp. 713-724
Persistent link: https://www.econbiz.de/10009505801
Cover Image
Stock returns in emerging markets and the use of GARCH models
Bonilla, Claudio A.; Sepúlveda, Jean - In: Applied economics letters 18 (2011) 13/15, pp. 1321-1325
Persistent link: https://www.econbiz.de/10009348032