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

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  • Andrés Mauricio Mendoza Piñeros

    ()

  • José Alfredo Jiménez Moscoso

    ()

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    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 la distribución de las tasas de retorno.

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/52/v29n52_mendozar_2010.pdf
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    Bibliographic Info

    Article provided by UN - RCE - CID in its journal REVISTA CUADERNOS DE ECONOMÍA.

    Volume (Year): (2010)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:col:000093:007334

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