A Bayesian approach to model changes in volatility in the Mexican stock exchange index-Reference-Cited by-同舟云学术

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A Bayesian approach to model changes in volatility in the Mexican stock exchange index

Published:2017-09-11 Issue:15 Volume:50 Page:1716-1724
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Cabrera Gustavo¹^ORCID,Coronado Semei¹^ORCID,Rojas Omar²^ORCID,Romero-Meza Rafael³^ORCID

Affiliation:

1. Departamento de Métodos Cuantitativos, Universidad de Guadalajara, Zapopan, Mexico

2. Universidad Panamericana. Escuela de Ciencias Económicas y Empresariales, Zapopan, México

3. Facultad de Economía y Negocios, Universidad Alberto Hurtado, Santiago, Chile

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1374536

Reference37 articles.

1. Volatility in Emerging Stock Markets

2. Contagion of International Financial Crises: The Case of Mexico

3. Generalized autoregressive conditional heteroskedasticity

4. Green shoots and double dips in the euro area: A real time measure

5. Optimal Test for Markov Switching Parameters

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Are Zombie Companies in Mexico the same as in the rest of the World?;Review of Business Management;2021

2. Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods;Nonlinear Dynamics;2019-05-06

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