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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Main Authors: Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
格式: Online
语言:spa
出版: Universidad Pedagógica y Tecnológica de Colombia 2017
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在线阅读:https://revistas.uptc.edu.co/index.php/cenes/article/view/5312