Modelación de la Volatilidad del Tipo de Cambio del Dólar en el Perú: Aplicación de los Modelos GARCH y EGARCH
Policymakers need accurate forecasts about the future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about a country's economic environment. The objective of this study was to determine the volatile behavior of the daily doll...
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| Format: | Article |
| Language: | English |
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Universidad de San Martín de Porres
2021-07-01
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| Series: | Revista de Análisis Económico y Financiero |
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| Online Access: | http://contabilidadyeconomiausmp.edu.pe/OJS2020/index.php/RAEF/article/view/40 |