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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Autores principales:	Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Formato:	Online
Lenguaje:	spa
Publicado:	Universidad Pedagógica y Tecnológica de Colombia 2017
Materias:	parallel exchange rate volatility persistence stochastic volatility models EGARCH. tipo de cambio paralelo volatilidad persistencia modelos estocásticos de volatilidad
Acceso en línea:	https://revistas.uptc.edu.co/index.php/cenes/article/view/5312