IDEAS home Printed from https://ideas.repec.org/a/col/000093/007334.html
   My bibliography  Save this article

Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey

Author

Listed:
  • Andrés Mauricio Mendoza Pineros
  • José Alfredo Jiménez Moscoso

Abstract

En el artículo se presentan algunas propiedades y limitaciones de la familia de distribuciones g y h de Tukey. Se desarrolla la función de densidad cuando los parámetros g y h no son constantes, lo cual es un gran avance considerando la recurrencia de este aspecto en las aplicaciones sobre el comportamiento de las distribuciones de los activos financieros. Estos desarrollos teóricos permiten hacer un análisis más detallado en el sector accionario cuando se desea conocer y describir el comportamiento de ladistribución de las tasas de retorno.

Suggested Citation

  • Andrés Mauricio Mendoza Pineros & José Alfredo Jiménez Moscoso, 2010. "Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
    • Handle: RePEc:col:000093:007334
    as

    Download full text from publisher

    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/52/v29n52_mendozar_2010.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    distribuciones g y h de Tukey; cuantiles; sesgo y alargamiento de lascolas.;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000093:007334. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Facultad de Ciencias Economicas Unal (email available below). General contact details of provider: https://edirc.repec.org/data/funalco.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.