Deepening the theorical volatility models ARCH - GARCH and an application to the Colombian case

ThisworkpresentsthetheoreticalsupportofARCHandGARCHmodelsproposed by Engle (1982) and Bollerslev (1986), developing the demonstrations of mean and variance, conditional and non-conditional based in the assumptions made by Engle (1982) and finally it presents an adjustment process, which presents the...

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Detalles Bibliográficos
Autor principal: Rodríguez Pinzón, Heivar Yesid
Formato: Artículo (Article) Versión publicada (Published Version)
Idioma:Español (Spanish)
Publicado: Universidad Santo Tomás 2009
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