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

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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Detaylı Bibliyografya
Asıl Yazarlar:	Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Materyal Türü:	Online
Dil:	spa
Baskı/Yayın Bilgisi:	Universidad Pedagógica y Tecnológica de Colombia 2017
Konular:	parallel exchange rate volatility persistence stochastic volatility models EGARCH. tipo de cambio paralelo volatilidad persistencia modelos estocásticos de volatilidad
Online Erişim:	https://revistas.uptc.edu.co/index.php/cenes/article/view/5312

La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015 Yazar: Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa, Universidad de los Andes (Venezuela)

Baskı/Yayın Bilgisi 2017

Artículo de revista