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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Dettagli Bibliografici
Autori principali:	Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Natura:	Online
Lingua:	spa
Pubblicazione:	Universidad Pedagógica y Tecnológica de Colombia 2017
Soggetti:	parallel exchange rate volatility persistence stochastic volatility models EGARCH. tipo de cambio paralelo volatilidad persistencia modelos estocásticos de volatilidad
Accesso online:	https://revistas.uptc.edu.co/index.php/cenes/article/view/5312

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