Showing 1 - 10 of 115
Persistent link: https://www.econbiz.de/10011571453
Migration has been a difficult phenomenon to measure because of its volatile characteristics and the number of models that explain the essential incentives of the process. In Bolivia there are few quantitative studies of international migratory movements, however, there are records that reflect...
Persistent link: https://www.econbiz.de/10011811008
Spanish abstract: En este artículo sometimos a escrutinio el concepto de “racionalidad”, como ejercicio de la razón. Conforme avanzamos en la investigación quedó claro que esa razón está fundada en un conjunto de valores y principios que le dan validez como decisiones correctas a...
Persistent link: https://www.econbiz.de/10013214107
English Abstract: In this paper we study the existence of size effect in major stock markets in Latin America … portfolios are structured, the second is an analysis of profitability and portfolio risk and finally develop a temporary serial … the major stock markets of Latin America, however evidence for the presence of reverse effect in Brazil, Mexico, Chile and …
Persistent link: https://www.econbiz.de/10013062775
behavior in the markets. This paper tests the existence of chaotic behavior in major financial series of the Colombian stock …
Persistent link: https://www.econbiz.de/10013062790
Migration has been a difficult phenomenon to measure because of its volatile characteristics and the number of models that explain the essential incentives of the process. In Bolivia there are few quantitative studies of international migratory movements, however, there are records that reflect...
Persistent link: https://www.econbiz.de/10011770448
The dynamics of oil prices in the past few years and their vertiginous rise observed during 2008 have captured the attention of academia and governments. This paper proposes an analysis of the petroleum market, making emphasis in the crude benchmarks WTI and Brent, the world reserves...
Persistent link: https://www.econbiz.de/10009642921
Persistent link: https://www.econbiz.de/10010282686
The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...
Persistent link: https://www.econbiz.de/10009124438
The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...
Persistent link: https://www.econbiz.de/10009957380