2016•Unpublished venueOpen access

A Functional Approach to Test Trending Volatility

Santiago Guerrero Escobar, Gerardo Hernández del Valle, Miriam Juárez Torres

Abstract

así como las conclusiones que de ellos se derivan, son responsabilidad exclusiva de los autores y no reflejan necesariamente las del Banco de México.The Working Papers series of Banco de México disseminates preliminary results of economic research conducted at Banco de México in order to promote the exchange and debate of ideas.The views and conclusions presented in the Working Papers are exclusively the responsibility of the authors and do not necessarily reflect those of Banco de México.

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Key concepts: Volatility (finance), Econometrics, Computer science, Economics