Martínez Preece Marissa R.; Francisco, Venegas Martínez - In: Contaduría y Administración 59 (2014) 3, pp. 165-195
The aim of this paper is to analyze the market risk of two types of investment funds, Basic SIEFORE 1 (SB1) and Basic SIEFORE 2 (SB2). To do this, we propose a performance index that will be used in ARIMA-GARCH models and some of its extensions, with the purpose of examining the dynamic behavior...
