Distribución de los rendimientos del mercado mexicano accionario

We show an empirical study to compare the Normal, t-Student and the Normal Inverse Gaussian (NIG) distributions. This is made for the Mexican stock market returns. The parameters of the NIG and t-Student distributions are estimated by maximum likelihood. The rejection of normality is contundent usin...

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Bibliographic Details

Main Authors:	Trejo, Bárbara, Nuñez, José Antonio, Lorenzo, Arturo
Format:	Online
Language:	Spanish
Editor:	El Colegio de México, A.C. 2006
Subjects:	comparación de distribuciones rendimientos distribución Gaussiana inversa normal G1 C16 C15 C13 comparison of distributions returns normal inverse Gaussian distribution
Online Access:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/156
Journal:	Estudios Económicos