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

Gustavo CabreraSemei CoronadoRojas, OmarOmarRojasRafael Romero-Meza2023-03-312023-03-312017https://scripta.up.edu.mx/handle/20.500.12552/328610.1080/00036846.2017.1374536A Bayesian approach to model changes in volatility in the Mexican stock exchange indexResource Types::text::journal::journal article