Estimación del riesgo bursátil peruano
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- Alberto Humala & Gabriel Rodriguez, 2013.
"Some stylized facts of return in the foreign exchange and stock markets in Peru,"
Studies in Economics and Finance,
Emerald Group Publishing, vol. 30(2), pages 139-158, May.
- Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
- Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
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KeywordsCAViaR; IGBVL; RiskmetricsTM; Value at Risk; volatility.;
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