Modelización financiera mediante modelos híbridos Arima–Garch: evidencia para Argentina
The aim of this work is to model the volatility pattern during the historical stock return of the most important index of the Buenos Aires Stock Exchange (MERVAL) from January 1 of 2013 to June 6 of 2016, using the family of hybrid Arima-Garch models. The study is based on econometrics bibliography...
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| Autores Principales: | , |
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| Formato: | Artículo revista |
| Lenguaje: | spa |
| Publicado: |
Ediciones UNL. Secretaría de Extensión de la UNL
2020
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| Acceso en línea: | https://bibliotecavirtual.unl.edu.ar/publicaciones/index.php/CE/article/view/9268 |