Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Willy Alanya y Gabriel Rodríguez
| Year of publication: |
diciembre, 2014
|
|---|---|
| Authors: | Alanya, Willy ; Rodriguez, Gabriel |
| Publisher: |
Lima - Perú : Departamento de Economía - Pontificia Universidad Católica del Perú |
| Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Kapitalmarktrendite | Capital market returns | Bayes-Statistik | Bayesian inference | Peru |
| Extent: | 26 Seiten Illustrationen |
|---|---|
| Series: | Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía. - Lima, ZDB-ID 2405749-6. - Vol. no 392 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Erscheint auch als Online-Ausgabe Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011414218