A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Gustavo Cabrera, Semei Coronado, Omar Rojas and Rafael Romero-Meza
| Year of publication: |
March 2018
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|---|---|
| Authors: | Cabrera, Gustavo ; Coronado, Semei ; Rojas, Omar ; Romero-Meza, Rafael |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 15, p. 1716-1724
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| Subject: | Volatilität | Volatility | Mexiko | Mexico | Aktienindex | Stock index | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1374536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848848