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Nonlinearities and GARCH inadequacy for modeling stock market returns : empirical evidence from Latina America
Bonilla, Claudio A.; Romero-Meza, Rafael; Maquieira … - In: Macroeconomic dynamics 15 (2011) 5, pp. 713-724
Persistent link: https://www.econbiz.de/10009505801
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Nonlinearities and financial contagion in Latin American stock markets
Romero-Meza, Rafael; Bonilla, Claudio A.; Benedetti, Hugo; … - In: Economic modelling 51 (2015), pp. 653-656
Persistent link: https://www.econbiz.de/10011476223
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A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo; Coronado, Semei; Rojas, Omar; … - In: Applied economics 50 (2018) 15, pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
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Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei; Martínez, José; Romero-Meza, Rafael - In: Applied economics 54 (2022) 34, pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854