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La volatilidad del mercado de acciones español

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  • Amado Peiró Giménez

    (Universitat de València)

Abstract

This paper analyzes the volatility of the Spanish stock market. Using dai1y returns of the 1986-1990 period and monthly returns of the 1941-1990 period, its evolution and main features are described. Finally, different models of our stock market volatility are presented. En este trabajo se analiza la volatilidad del mercado de acciones español. Utilizando rendimientos diarios del período 1986-1990 y mensuales del período 1941-1990, se describe su evolución y se señalan algunos de sus rasgos básicos. Posteriormente se presentan diversas modelizaciones de la volatilidad de nuestro mercado de acciones.

Suggested Citation

  • Amado Peiró Giménez, 1992. "La volatilidad del mercado de acciones español," Working Papers. Serie EC 1992-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Handle: RePEc:ivi:wpasec:1992-12
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    File URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-1992-12.pdf
    File Function: Fisrt version / Primera version, 1992
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