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Panorama Global del Pronóstico de Tendencias con Modelos Univariados en el Mercado Accionario

Author

Listed:
  • Efraín Jaramillo Benhumea

    (Universidad Autónoma del Estado de México)

  • Filiberto Enrique Valdés Medina

    (Universidad Autónoma del Estado de México)

  • Pedro Enrique Lizola Margolis

    (Universidad Autónoma del Estado de México)

Abstract

El deseo de manejar adecuadamente las inversiones es un elemento fundamental en el área financiera. La volatilidad del mercado accionario sumado al riesgo que este lleva consigo, genera la necesidad de pronosticar adecuadamente los patrones de comportamiento. En este estudio buscamos inicialmente presentar un panorama global sobre el estudio de patrones de comportamiento de series de tiempo, para después de la misma manera presentar algunos modelos cuantitativos clásicos que han servido de base para el pronóstico de series, con este panorama presentamos algunas medidas de evaluación del desempeño de estos modelos, basadas todas ellas en los errores de pronóstico, para finalizar presentando dos ejemplos reales de aplicación.

Suggested Citation

  • Efraín Jaramillo Benhumea & Filiberto Enrique Valdés Medina & Pedro Enrique Lizola Margolis, 2019. "Panorama Global del Pronóstico de Tendencias con Modelos Univariados en el Mercado Accionario," Revista de Gestión Empresarial y Sustentabilidad, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 5(1), pages 35-55, January.
    • Handle: RePEc:msn:rgjrnl:v:5:y:2019:i:1:p:35-55
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