Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation
Year of publication: |
2014
|
---|---|
Authors: | Alanya, Willy ; Rodríguez, Gabriel |
Institutions: | Departamento de Economía, Pontificia Universidad Católica del Perú |
Subject: | Modelo de Volatilidad Estocástica | Estimación Bayesiana | Gibbs Sampler | Mixture Sampler | Integration Sampler | Mercado Bursátil | Mercado Cambiario | Modelos GARCH | Perú |
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