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Este documento de carácter pedagógico, discute la estimación de modelos ARMA(p,q) y muestra paso a paso cómo efectuar … trabajando con series de tiempo y quieran empezar el estudio de los modelos ARMA. Se supone un conocimiento previo de los …
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negativos. Al comparar los valores de máxima verosimilitud en los modelos, se observó que los modelos asimétricos EGARCH (1,1) y …
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This paper studies the influence of short sales bans on the Spanish stock market, and its objective is to know if this corrective measure has had positive effects on the market. To determine this influence, we have studied the profitability, risk and liquidity of Ibex 35 in the period between...
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