An Empirical Application of a Random Level Shifts Model with Time-varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns
Author | : José Carlos Gonzáles Tanaka |
Publisher | : |
Total Pages | : |
Release | : 2016 |
ISBN-10 | : OCLC:959362353 |
ISBN-13 | : |
Rating | : 4/5 (53 Downloads) |
Book Synopsis An Empirical Application of a Random Level Shifts Model with Time-varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns by : José Carlos Gonzáles Tanaka
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