Dinámicas del tipo de cambio nominal y del IPC, 1991-2014 : una especificación que combina los modelos ARFIMA y GARCH
Héctor F. Salazar-Núñez y Francisco Venegas-Martínez
| Alternative title: | Dynamics of the nominal exchange rate and the IPC, 1991-2014 : a specification that combines models ARFIMA and GARCH |
|---|---|
| Year of publication: |
enero-junio 2016
|
| Authors: | Salazar-Núñez, Héctor F. ; Venegas-Martínez, Francisco |
| Published in: |
Economía teoría y práctica. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-7481, ZDB-ID 2517303-0. - Vol. 44.2016, p. 147-168
|
| Subject: | stock markets | exchange-rate markets | long memory | time series econometric models |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Spanish |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011583064