Browsing Departamentos by Subject "Verdadera y falsa memoria larga"
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Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America (Pontificia Universidad Católica del Perú. Departamento de Economía, 2014)In this study, we investigate the long term dependence or long memory present in the volatility of the stock market returns of Peru, Brazil, Mexico, Chile, Argentina, and the S&P500. We start analyzing the form of the ...