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 |
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Format: | Online |
Language: | spa |
Published: |
Facultad de Ciencias Económicas. Instituto de Economía y Finanzas
2021
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Subjects: | |
Online Access: | https://revistas.unc.edu.ar/index.php/acteconomica/article/view/28763 |
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