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...

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Bibliographic Details
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

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