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...

Повний опис

Бібліографічні деталі
Автори: Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Формат: Online
Мова:spa
Опубліковано: Universidad Pedagógica y Tecnológica de Colombia 2017
Предмети:
Онлайн доступ:https://revistas.uptc.edu.co/index.php/cenes/article/view/5312