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Algunos resultados sobre memoria de largo plazo en series bursátiles

Olmeda, Ignacio - In: Moneda y crédito : revista de economía (1998), pp. 145-203

Persistent link: https://www.econbiz.de/10001427830

Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta

Bonilla Musoles, María (contributor); … - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001659639

Forecasting exchange rates volatilities using artificial neural networks

Bonilla, María; Marco, Paulina; Olmeda, Ignacio - In: Financial modelling : with 74 tables : [a selection of …, (pp. 57-68). 2000

Persistent link: https://www.econbiz.de/10001484957

Non-linear dynamics and chaos in the Spanish stock market

Olmeda, Ignacio - In: Investigaciones económicas 19 (1995) 2, pp. 217-248

Persistent link: https://www.econbiz.de/10001190374

Seasonality and performance in Spanish mutual funds management

Matallín-Sáez, Juan Carlos; Moreno, David - In: Performance of mutual funds : an international perspective, (pp. 85-107). 2007

Persistent link: https://www.econbiz.de/10003427221

Performance evaluation considering the coskewness: A stochastic discount factor framework

Moreno, David; Rodriguez, Rosa - In: Managerial Finance 32 (2006), pp. 375-392

Purpose – The paper aims to examine the performance of Spanish mutual funds between 1999 and 2003. Design/methodology/approach - The methodolgy uses the stochastic discount factor (SDF) framework across a variety of models developed in the recent asset pricing literature. This approach is a...

Persistent link: https://www.econbiz.de/10010741353