Open AccessStochastic volatility of the exchange rate, impact and imbalances in the mexican economy
Author(s) -
Alexander Galicia Palacios,
Ana Lilia Coria Páez,
Miguel Flores Ortega
Publication year - 2018
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2018v8n1/galicia
Subject(s) - volatility (finance) , autoregressive conditional heteroskedasticity , economics , econometrics , currency , exchange rate , liberian dollar , stochastic volatility , monetary economics , finance