modelo STAR GARCH se identifican dos estados oregímenes extremos; mientras en el primero los rendimientos de los índices son … market, Medellin's IBOMED and theIGBC National Stock Market. By using a STAR GARCH model we identifytwo extreme estates …

GARCH model which shows that the variance obtained for STAR-GARCH model was minimum compared to classical GARCH model, the …) against United States of America (Dollar). It is evident that all STAR-GARCH outperformed the classical GARCH model, however …

analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …

, Hong Kong and Taiwan), Japan and US. The originality of the paper is the use of STAR-GARCH models, instead of standard … correlation-cointegration techniques. For each country in the Pacific Basin region, we find statistically adequate STAR-GARCH …

, Hong Kong and Taiwan), Japan and US. The originality of the paper is the use of STAR-GARCH models, instead of standard … correlation-cointegration techniques. For each country in the Pacific Basin region, we find statistically adequate STAR-GARCH …

analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …

analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …

analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …

, Hong Kong and Taiwan), Japan and US. The originality of the paper is the use of STAR-GARCH models, instead of standard … correlation-cointegration techniques. For each country in the Pacific Basin region, we find statistically adequate STAR-GARCH …