Este documento presenta una aplicacion del metodo de Bell y Hillmer, basado en funciones de transferencia, para modelar las consecuencias de variaciones en los dias comerciales por mes, la influencia de la Semana Santa, y el empleo del analisis de observaciones atipicas, para detectar efectos...

Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher...