Showing 1 - 10 of 140
By influencing her specific labor occupation choice major choices greatly condition the allocation of an individual’s time. Previous economic analysis on the subject has emphasized monetary considerations affecting such a decision, but has been relatively less incisive regarding non pecuniary...
Persistent link: https://www.econbiz.de/10005808226
business financial multiples, based on various statistical techniques such as Monte Carlo simulations and Bayesian models of …
Persistent link: https://www.econbiz.de/10014494506
business financial multiples, based on various statistical techniques such as Monte Carlo simulations and Bayesian models of …
Persistent link: https://www.econbiz.de/10012257321
Persistent link: https://www.econbiz.de/10013332383
, estimación mediante medias móviles con ponderación exponencial (EWMA) y la estimación mediante modelos de la familia GARCH …
Persistent link: https://www.econbiz.de/10009358919
This paper reviews the traditional ways to measure volatility which are based only on closing prices, and introduces alternative measurements that use additional information of prices during the day: opening, minimum, maximum, and closing prices. Using th
Persistent link: https://www.econbiz.de/10005510185
Persistent link: https://www.econbiz.de/10005597629
El modelo gaussiano GARCH(1,1) ha sido empleado, tradicionalmente, en el estudio de la tasa de cambio; sin embargo, un …
Persistent link: https://www.econbiz.de/10005603782
TGARCH (1,1) capturaron mejor los impactos en los rendimientos que el modelo simétrico GARCH (1,1). …
Persistent link: https://www.econbiz.de/10005604107
colombiano. Para esto, se usan medidas tradicionales de profundidad del mercado, además de modelos GARCH, estimadores de razones …
Persistent link: https://www.econbiz.de/10005274542