Una propuesta para evaluar pronósticos de rendimientos de acciones cuando las distribuciones empíricas no son normales estacionarias

This paper deals with the main problems related to predictability of asset returns when data series are not normally stationary distributed. The statistical analysis includes several normality tests on returns series of Banamex-30 stocks first, and then an application of mixture of probability distr...

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Autores principales:	Ramírez, José Carlos, Sandoval Saavedra, Rogelio
Formato:	Online
Idioma:	espanhol
Editor:	El Colegio de México, A.C. 2003
Assuntos:	modelo de Markov índice Banamex-30 G11 C52 purchasing power american dollar mexican peso exchange-rate
Acesso em linha:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/182
Recursos:	Estudios Económicos