Modeling Latin American Stock And Forex Markets Volatility
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Author |
: Gabriel Rodriguez |
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: |
Total Pages |
: |
Release |
: 2016 |
ISBN-10 |
: OCLC:959362806 |
ISBN-13 |
: |
Rating |
: 4/5 (06 Downloads) |
Synopsis Modeling Latin-American Stock and Forex Markets Volatility by : Gabriel Rodriguez
Author |
: Miguel Ataurima Arellano |
Publisher |
: |
Total Pages |
: 56 |
Release |
: 2017 |
ISBN-10 |
: OCLC:1039680800 |
ISBN-13 |
: |
Rating |
: 4/5 (00 Downloads) |
Synopsis Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility Using Markov-Switching Garch Models by : Miguel Ataurima Arellano
Author |
: |
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Total Pages |
: 21 |
Release |
: 2015 |
ISBN-10 |
: OCLC:944473802 |
ISBN-13 |
: |
Rating |
: 4/5 (02 Downloads) |
Synopsis Modeling Latin-American Stock Markets Volatility by :
Author |
: Miguel Ataurima Arellano |
Publisher |
: |
Total Pages |
: |
Release |
: 2016 |
ISBN-10 |
: OCLC:1006385851 |
ISBN-13 |
: |
Rating |
: 4/5 (51 Downloads) |
Synopsis Empirical modelling of latin american stock markets returns and volatility using Markov - Switching garch models by : Miguel Ataurima Arellano
Author |
: Alejandro Islas Camargo |
Publisher |
: |
Total Pages |
: 56 |
Release |
: 2000 |
ISBN-10 |
: OCLC:50170604 |
ISBN-13 |
: |
Rating |
: 4/5 (04 Downloads) |
Synopsis Long Memory Stochastic Volatility Models of Latin American Stock Markets by : Alejandro Islas Camargo
Author |
: José Carlos Gonzáles Tanaka |
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: |
Total Pages |
: |
Release |
: 2016 |
ISBN-10 |
: OCLC:959362353 |
ISBN-13 |
: |
Rating |
: 4/5 (53 Downloads) |
Synopsis An Empirical Application of a Random Level Shifts Model with Time-varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns by : José Carlos Gonzáles Tanaka
Author |
: Isabel Ruiz |
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: |
Total Pages |
: |
Release |
: 2008 |
ISBN-10 |
: OCLC:1291125076 |
ISBN-13 |
: |
Rating |
: 4/5 (76 Downloads) |
Synopsis Common Volatility Across Latin American Foreign Exchange Markets by : Isabel Ruiz
This paper uses high frequency exchange rate data for a group of thirteen Latin American countries in order to analyze volatility comovements. Particular interest is posed on understanding the existence of a common volatility process during the 1995-2008 period. The analysis relies on bivariate common factor models. We test for second-order common features using the common ARCH-feature methodology developed by Engle and Kozicki (1993). Overall, the results of this paper indicate that while most currencies display evidence of time-varying variance, the volatility movements in the Latin American foreign exchange markets seems to be mainly country specific. Common volatility processes seem to be present only for a few South American markets.
Author |
: |
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: |
Total Pages |
: 22 |
Release |
: 2014 |
ISBN-10 |
: OCLC:927829812 |
ISBN-13 |
: |
Rating |
: 4/5 (12 Downloads) |
Synopsis An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns by :
Author |
: Graciela Moguillansky |
Publisher |
: |
Total Pages |
: 30 |
Release |
: 2002 |
ISBN-10 |
: UCSD:31822031513682 |
ISBN-13 |
: |
Rating |
: 4/5 (82 Downloads) |
Synopsis Non-financial Corporate Risk Management and Exchange Rate Volatility in Latin America by : Graciela Moguillansky
Author |
: |
Publisher |
: |
Total Pages |
: 8 |
Release |
: 2014 |
ISBN-10 |
: OCLC:935184996 |
ISBN-13 |
: |
Rating |
: 4/5 (96 Downloads) |
Synopsis An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns by :