:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Guillermo Benavides P.
Format:	Artículo científico
Language:	en
Published:	Universidad de Talca 2007
Subjects:	Economía y Finanzas GARCH Mexico Bootstrapping Value at Risk interest rates
Online Access:	https://www.redalyc.org/articulo.oa?id=39903502
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of Market Risk Measures in Mexican Financial Time Series
by: Alberto Saavedra Espinosa
Published: (2017)

MODELO DE PREVISÃO DE VALUE AT RISK UTILIZANDO VOLATILIDADE DE LONGO PRAZO
by: VINICIUS MOTHÉ MAIA
Published: (2016)

Eficiencia económica en los Puertos de México, 2000-2010
by: Odette Virginia Delfín Ortega
Published: (2016)

Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com crisis to the global financial crisis
by: Vítor Manue de Sousa Gabriel
Published: (2014)

Active portfolio management in the Andean countries’stock markets with Markov-Switching GARCH models
by: Oscar V. De la Torre-Torres
Published: (2019)

Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast
by: José Eduardo Medina Reyes
Published: (2023)

Estimating Portfolio Value at Risk with GARCH and MGARCH models
by: María Isabel Restrepo
Published: (2012)

The Interest Rate-Exchange Rate Link in the Mexican Float
by: Carlos A. Ibarra
Published: (2004)

Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model
by: Roberto Alejandro Ramírez-Silva
Published: (2018)

MODELOS ARCH, GARCH Y EGARCH: APLICACIONES A SERIES FINANCIERAS
by: Marta Casas Monsegny
Published: (2008)

Portfolio Construction Based on Implied Correlation Information and Value at Risk
by: Jesús Rogel - Salazar
Published: (2015)

Estimación de reservas en una companía aseguradora. Una aplicación en Excel del método Chain-Ladder y Bootstrap
by: José Antonio Alvarez-Jareño
Published: (2012)

Volatilidad e interdependencia en los precios agrícolas a partir de un modelo GARCH multivariado
by: José Jorge Mora Rivera
Published: (2014)

Un modelo GARCH de valuación de derivados: una aplicación a opciones europeas sobre el IPC
by: Ambrosio Ortiz Ramírez
Published: (2011)

The “day-of-the-week” effects in the exchange rate of Latin American currencies
by: Roberto J. Santillán Salgado
Published: (2019)

Volatilidad dinámica en el sector bancario en México: evidencia DDC-GARCH vs Cópula-GARCH
by: C. Bucio-Pacheco
Published: (2023)

RENDIMIENTOS EN EL MERCADO ACCIONARIO MEXICANO Y LOS CHOQUES DEL PRECIO INTERNACIONAL DEL PETRÓLEO
by: Domingo Rodríguez Benavides
Published: (2021)

Construcción de una cartera de inversión usando modelos GARCH
by: Mauricio Gutiérrez Urzúa
Published: (2012)

The Real Estate Investment Trusts Industry and the Financial Crisis: Modeling Volatility (1985-2016)
by: Roberto J. Santillán-Salgado
Published: (2019)

Extreme Value Theory: An Application to the Peruvian Stock Market Returns
by: Gabriel Rodríguez
Published: (2017)

EXCHANGE RATE RISK PREMIUM: AN ANLYSIS OF ITS DETERMINANTS FOR THE MEXICAN PESO-USD
by: Guillermo Benavides
Published: (2016)

COVID-19 Induced Economic Uncertainty: A Comparison between the United Kingdom and the United States
by: Ugur Korkut Pata
Published: (2020)

ESTRUCTURA DE PROPIEDAD, ORIGEN DE CAPITAL Y EFICIENCIA BANCARIA: EVIDENCIA PARA ARGENTINA EN EL PERIODO 2010-2018
by: Facundo Costa de Arguibel
Published: (2024)

HAS THE BASEL COMMITTEE GOT IT RIGHT? EVIDENCE FROM COMMODITY POSITIONS IN TURMOIL
by: Adrián F. Rossignolo
Published: (2015)

The new hybrid value at risk approach based on the extreme value theory
by: Nikola Radivojevi
Published: (2016)

Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets
by: Runumi Das
Published: (2022)

Medición de la volatilidad en series de tiempo financieras. Una evaluación a la tasa de cambio representativa del mercado (TRM) en Colombia
by: Roberto Montenegro
Published: (2010)

RECURSOS EXTERNOS, VOLATILIDAD Y CRECIMIENTO ECONÓMICO EN PAÍSES DE AMÉRICA LATINA, 1990-2015
by: Miguel Ángel Mendoza González
Published: (2022)

PRONÓSTICO Y ESTRUCTURAS DE VOLATILIDAD MULTIPERÍODO DE LA TASA DE CAMBIO DEL PESO COLOMBIANO
by: Elkin Castaño Vélez
Published: (2008)

INFLACIÓN E INCERTIDUMBRE INFLACIONARIA EN BOLIVIA
by: Antonio N. Bojanic
Published: (2013)

RIESGO Y RENDIMIENTO DE LOS FONDOS DE PENSIONES EN MÉXICO: ANÁLISIS DE LA SIEFORE BÁSICA
by: Raúl Arturo Cornejo López
Published: (2020)

INFLACIÓN, INCERTIDUMBRE INFLACIONARIA Y CRECIMIENTO ECONÓMICO EN MÉXICO: 1929-2009
by: Ignacio Perrotini Hernández
Published: (2012)

Volatilidad del IPC, Nasdaq y S&P500: un modelo Garch multivariado
by: Beatriz Mota
Published: (2006)

Análisis de la influencia de la actividad real de la economía sobre la volatilidad de la rentabilidad accionaria: un caso en el sector de edificación en México
by: Ricardo Pérez
Published: (2017)

MODELOS VAR-GARCH Y PORTAFOLIOS DE INVERSIÓN TRINACIONALES EN LOS MERCADOS ACCIONARIOS DEL TLCAN
by: Francisco Javier Reyes Zárate
Published: (2013)

Should the U.S. Federal Reserve increase the federal funds rate in 2016? An assessment based on the neutral interest rate
by: Armando Sánchez Vargas
Published: (2016)

Empirical analysis on the real effects of inflation and exchange rate uncertainty: The case of Colombia
by: Isabel Cristina Ruiz
Published: (2005)

Transmisión de información y carteras óptimas en el mercado bursátil español
by: José Luis Miralles Marcelo
Published: (2011)

LA CÓPULA GED BIVARIADA. Una aplicación en entornos de crisis
by: Alfonso Mendoza Velázquez
Published: (2014)

COBERTURA CON CONTRATOS DE FUTURO
by: VICENTE ARAGÓ
Published: (2002)