La hipótesis de Martingala en el mercado bursátil mexicano
We examine the martingale hypothesis for the Mexican stock market during the period 1993 - 2000. This research includes 97% of all securities with medium and high trading frequency. The proposed tests are robust when dealing with non normal and heteroskedastic data. The tests use the fact that the v...
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| Format: | Online |
| Language: | Spanish |
| Editor: |
El Colegio de México, A.C.
2002
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| Online Access: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/197 |
| Journal: |
Estudios Económicos |