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...

Mô tả đầy đủ

Chi tiết về thư mục

Những tác giả chính:	Castillo Paredes, Laura Daniela, Ramoni Perazzi, Josefa
Định dạng:	Online
Ngôn ngữ:	spa
Được phát hành:	Universidad Pedagógica y Tecnológica de Colombia 2017
Những chủ đề:	parallel exchange rate volatility persistence stochastic volatility models EGARCH. tipo de cambio paralelo volatilidad persistencia modelos estocásticos de volatilidad
Truy cập trực tuyến:	https://revistas.uptc.edu.co/index.php/cenes/article/view/5312