structural change and cointegration analyzes and impulse-response functions are used. The findings indicate that: 1) the long …

correction model, we contrast the cointegration of the variables by means of four specifications for the saving rate according to …

short sales implemented have not corrected the falls in quotations or the volatility. However, there is a significant …

volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …

COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …

volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …