Open AccessLong-range dependence in the volatility of returns in Uruguayan sovereign debt indices
Author(s) -
Juan Kalemkerian,
Andrés Sosa
Publication year - 2020
Publication title -
journal of dynamics and games
Language(s) - English
Resource type - Journals
eISSN - 2164-6074
pISSN - 2164-6066
DOI - 10.3934/jdg.2020016
Subject(s) - volatility (finance) , economics , debt , sovereign debt , financial market , portfolio , generalization , financial economics , econometrics , sovereignty , range (aeronautics) , mathematics , finance , politics , political science , law , mathematical analysis , materials science , composite material