Comparison of the GARCH and stochastic models: An application to the Mexican peso-us dollar exchange rate
Forecasting volatility is of great importance an important topic for researchers, entrepreneurs, and policymakers. This work compares different volatility models to ascertain their forecasting efficiency. The models include standard approaches such as Autoregressive Conditional Heteroskedasticity (G...
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| Publicat a: | Contaduría y Administración |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Universidad Nacional Autónoma de México
2021
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=39571693013 https://www.redalyc.org/journal/395/39571693013/ https://www.redalyc.org/journal/395/39571693013/html/ https://www.redalyc.org/journal/395/39571693013/39571693013.epub https://www.redalyc.org/journal/395/39571693013/movil |
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