No linealidad y asimetría en el proceso generador del Índice Ibex35/Nonlinearity and Asymmetry in the Generator Process of Ibex35 Index
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More about this item
KeywordsMercados eficientes; no linealidad; asimetría; media condicional; varianza condicional; modelos autorregresivos con umbral ; Efficient Markets; Nonlinearity; Asymmetry; Conditional Mean; Conditional Variance; Threshold Autoregressive Models.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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