BVG Index Risk and Return: Econometric Analysis and Projection
The objective of this research is to analyze the behavior of the returns and the volatility of the BVG Index for the period 2012-2017. Through an ARIMA model, it is to predict the monthly returns of the BVG Index for the year 2018. The methodology that this study is not experimental. To determine th...
Main Authors: | Espín Esparza, Emilia, Jácome Gagñay, Renato, Vera Pianda, Pamela |
---|---|
Format: | Online |
Language: | spa |
Published: |
Facultad de Ciencias Económicas. Instituto de Economía y Finanzas
2021
|
Subjects: | |
Online Access: | https://revistas.unc.edu.ar/index.php/acteconomica/article/view/28763 |
Similar Items
-
Proceedings of the second Pan American scientid congress : algo sobre saneamiento de Guayaquil /
by: Manrique, Francisco -
Value at risk. Riesgo de mercado de inversiones en trigo
by: Sánchez Tuculet, Ramiro
Published: (2000) -
La toma del puerto de Guayaquil en 1687 /
by: Bernal Ruiz, María del Pilar
Published: (1979) -
Modelización UBJ-ARIMA de los caudales medios mensuales del Río Volcan.
by: Isern de Perretti, Alicia Sara -
La entrevista de guayaquil /
by: Rojas, Ricardo