Zárate, Francisco Javier Reyes; Ortiz, Edgar - In: Remef - The Mexican Journal of Economics and Finance (2013) Oct
This document employs the M-VARCH Methodology (Value-at-Risk Model and Multivariate GARCH models), which presuppose greater conservatism and precision on estimating potential losses of investment portfolios. Regional diversification in stock markets is transcendental, in a global context,...