Alonso, Julio; Torres, Giselle - In: Journal of economics, finance & administrative science 19 (2014) 36, pp. 45-54
There are many studies published in the literature on stylized facts in financial time series. However, for the Colombian case there is only one work that documents the stylized facts of the returns. Alonso and Arcos (2006) documented the presence of four stylized facts in the exchange rate...
