Do asymmetric Garch models fit better exchange rate volatilities on emerging markets?
Document title: Do asymmetric Garch models fit better exchange rate volatilities on emerging markets?
Journal: ODEON (Bogotá)
Database: CLASE
System number: 000262980
ISSN: 1794-1113
Authors: 1
Institutions: 1Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales, Bogotá. Colombia
Year:
Number: 3
Pages: 97-116
Country: Colombia
Language: Inglés
Document type: Artículo
Approach: Analítico
Disciplines: Economía
Keyword: Inversiones,
Econometría,
Mercado accionario,
Asimetría económica,
Tipo de cambio,
Volatilidad,
Mercados emergentes,
Modelo GARCH
Document request
Note: The document is shipping cost.









Original documents can be consulted at the Departamento de Información y Servicios Documentales, located in the Annex to the General Directorate of Libraries (DGB), circuito de la Investigación Científica across from the Auditorium Nabor Carrillo, located between the Institutes of Physics and Astronomy. Ciudad Universitaria UNAM. Show map
For more information: Departamento de Información y Servicios Documentales, Tels. (5255) 5622-3960, 5622-3964. E-mail: sinfo@dgb.unam.mx . Monday to Friday from (8 to 16 hrs).