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...
| Auteurs principaux: | , , |
|---|---|
| Format: | Online |
| Langue: | espagnol |
| Éditeur: |
El Colegio de México, A.C.
2006
|
| Sujets: | |
| Accès en ligne: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/156 |
| Institution: |
Estudios Económicos |