PADILLA, Fátima Irina VILLALBA; FLORES-ORTEGA, Miguel - In: Theoretical and Applied Economics XVIII(2013) (2013) 3(580), pp. 61-82
The present research shows the application of the generalized autoregresive conditional heteroskedasticity models (GARCH) in order to forecast the variance and return of the IPC, the EMBI, the weighted-average government funding rate, the fix exchange rate and the Mexican oil reference, as...