Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Willy Alanya, Gabriel Rodríguez
| Year of publication: |
2019
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|---|---|
| Authors: | Alanya, Willy ; Rodriguez, Gabriel |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 22.2019, 1, p. 1950003-1-1950003-18
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| Subject: | Asymmetries | EGARCH | stochastic volatility | stock returns | Forex returns | Bayesian estimation | Normal errors | t-Student's errors | Volatilität | Volatility | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | Peru | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference | Aktienmarkt | Stock market | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091519500036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156142