%0 Journal Article
%T Forecasting the variance and return of Mexican financial series with symmetric GARCH models
%A F¨¢tima Irina VILLALBA PADILLA
%A Miguel FLORES-ORTEGA
%J Theoretical and Applied Economics
%D 2013
%I General Association of Economists from Romania
%X The present research shows the application of the generalized autoregresive conditional heteroskedasticity models (GARCH) in order to forecast the variance and return of the IPC, the EMBI, the weighted-average government funding rate, the fix exchange rate and the Mexican oil reference, as important tools for investment decisions. Forecasts in-sample and out-of-sample are performed. The covered period involves from 2005 to 2011.
%K volatility
%K variance
%K return
%K financial variables
%K investment decisions.
%U http://store.ectap.ro/articole/841.pdf