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Métodos para predecir índices Bursátiles

Author

Listed:
  • Martha Cecilia García
  • Aura María Jalal
  • Luis Alfonso Garzón
  • Jorge Mario López

Abstract

Este artículo presenta una revisión bibliográfica acerca de los métodos que se han utilizado en las últimas dos décadas para predecir Índices Bursátiles. Los métodos estudiados van desde aquellos que logran capturar las características lineales presentes en los índices de bolsa, pasando por los que se enfocan en las características no lineales y finalmente métodos híbridos que son más robustos, pues capturan características lineales y no lineales. Además, se incluyen aquellos métodos que utilizan variables macroeconómicas para predecir los índices de diferentes Bolsas de Valores en el mundo.

Suggested Citation

  • Martha Cecilia García & Aura María Jalal & Luis Alfonso Garzón & Jorge Mario López, 2013. "Métodos para predecir índices Bursátiles," Revista Ecos de Economía, Universidad EAFIT, December.
    • Handle: RePEc:col:000442:012005
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    File URL: http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2298/2249
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    References listed on IDEAS

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    More about this item

    Keywords

    Bolsa de Valores; índice; pronósticos;
    All these keywords.

    JEL classification:

    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • E19 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Other
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications

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