Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la MEZCLA mexicana de exportación mediante un modelo GARCH trivariado asimétrico

Translated title of the contribution: Volatility analysis of the core Mexican stock market index, the country risk index, and the Mexican oil basket using an asymmetric trivariate GARCH model

Fátima Irina Villalba Padilla, Miguel Flores-Ortega

Research output: Contribution to journal › Article › peer-review

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Business & Economics