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~subject:"Marktintegration"
~subject:"ARCH-Modell"
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Search: person:"Ortiz, Edgar"
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Ortiz, Edgar
10
Cabello, Alejandra
5
López Herrera, Francisco
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Santillán Salgado, Roberto Joaquín
2
Sosa, Miriam
2
Arjona, Enrique
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Cabello-Rosales, Alejandra
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Fonseca-Ramírez, Alejandro
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Jesús, Raúl de
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International journal of bonds and derivatives
1
International review of financial analysis
1
Investigación económica : revista de la Faculdad de Economía de la Universidad Nacional Autónoma de México
1
Panoeconomicus
1
Problemas del desarrollo : revista latinoamericana de economía
1
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1
Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic
Sosa, Miriam
;
Ortiz, Edgar
;
Cabello-Rosales, Alejandra
- In:
Studies in economics and finance
40
(
2023
)
3
,
pp. 411-424
Persistent link: https://www.econbiz.de/10014252615
Saved in:
2
Bitcoin conditional volatility : GARCH extensions and Markov switching approach
Sosa, Miriam
;
Ortiz, Edgar
;
Cabello, Alejandra
-
2019
Persistent link: https://www.econbiz.de/10012126156
Saved in:
3
Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
Saved in:
4
The integration of Latin American bond markets : a copula analysis approach (1999-2015)
Ortiz, Edgar
;
López Herrera, Francisco
;
Santillán …
- In:
International journal of bonds and derivatives
2
(
2016
)
3
,
pp. 267-283
Persistent link: https://www.econbiz.de/10011742335
Saved in:
5
Interdependence of NAFTA capital markets : a minimum variance portfolio approach
López Herrera, Francisco
;
Santillán Salgado, Roberto …
- In:
Panoeconomicus
61
(
2014
)
6
,
pp. 691-707
Persistent link: https://www.econbiz.de/10010481871
Saved in:
6
Cointegration trends among the NAFTA equity markets
López Herrera, Francisco
;
Ortiz, Edgar
- In:
Revista de economía mundial : REM ; revista de la …
26
(
2010
),
pp. 155-176
Persistent link: https://www.econbiz.de/10009683679
Saved in:
7
Las interrelaciones de volatilidad y rendimientos entre los mercados de valores del TLCAN
López Herrera, Francisco
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
Investigación económica : revista de la Faculdad de …
68
(
2009
),
pp. 83-114
Persistent link: https://www.econbiz.de/10003819986
Saved in:
8
NAFTA, capital markets and structural breaks : Mexico and market integration
Lopes-Herrera, Francisco
;
Ortiz, Edgar
;
Cabello, Alejandra
- In:
The international journal of finance
20
(
2008
)
4
,
pp. 4930-4955
Persistent link: https://www.econbiz.de/10009130410
Saved in:
9
Las bolsas de valores en el área del TLCAN : un análisis a largo plazo
Ortiz, Edgar
;
López Herrera, Francisco
;
Cabello, Alejandra
- In:
Problemas del desarrollo : revista latinoamericana de …
38
(
2007
),
pp. 37-61
Persistent link: https://www.econbiz.de/10003655171
Saved in:
10
Heterokedastic behavior of the Latin American emerging stock markets
Ortiz, Edgar
;
Arjona, Enrique
- In:
International review of financial analysis
10
(
2001
)
3
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001634893
Saved in:
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