The Volatility of the Parallel Exchange Rate in Venezuela 2005-2015

The Volatility of the Parallel Exchange Rate in Venezuela 2005-2015

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The parallel exchange rate is one of the most important economic variables for decision making in Venezuela. With the purpose of analyzing the exchange rate considering its inherent characteristics, excess kurtosis, persistence and asymmetry, a theoretical synthesis of the main stochastic volatility...

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Bibliographic Details
Main Authors: Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Format: Online
Language:spa
Published: Universidad Pedagógica y Tecnológica de Colombia 2017
Subjects:
parallel exchange rate
volatility
persistence
stochastic volatility models
EGARCH.
tipo de cambio paralelo
volatilidad
persistencia
modelos estocásticos de volatilidad
Online Access:https://revistas.uptc.edu.co/index.php/cenes/article/view/5312

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https://revistas.uptc.edu.co/index.php/cenes/article/view/5312