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levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool … dynamic correlation with some of the most explicative variables. The results suggest that the incorporation of significant … exogenous variables within the ARIMAX-GARCH model with persistent correlation according to the DCC (Dinamic Conditional …
Persistent link: https://www.econbiz.de/10014494431
This research approach the financial results of the year 2017 of 2,622 companies of a capital city from Latin America … calculation of the Pearson correlation coefficient. A quantitative methodology is applied, of explanatory type, which seeks to … evidence that there is a direct and significant relationship between the indicators worked on. It remains as future research …
Persistent link: https://www.econbiz.de/10014494456
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levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool … dynamic correlation with some of the most explicative variables. The results suggest that the incorporation of significant … exogenous variables within the ARIMAX-GARCH model with persistent correlation according to the DCC (Dinamic Conditional …
Persistent link: https://www.econbiz.de/10012258787
This research approach the financial results of the year 2017 of 2,622 companies of a capital city from Latin America … calculation of the Pearson correlation coefficient. A quantitative methodology is applied, of explanatory type, which seeks to … evidence that there is a direct and significant relationship between the indicators worked on. It remains as future research …
Persistent link: https://www.econbiz.de/10012260066