Valuación de acciones mexicanas mediante los modelos de Ohlson y Ohlson-Beta para firmas con ciclos de corto y largo plazos: Un análisis de cointegración
[Valuation of Mexican stocks with the Olhson and Ohlson-Beta models for firms with short-term and long-term cycles: A cointegration analysis]
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References listed on IDEAS
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- Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011.
"Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
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More about this item
KeywordsOhlson Model; Beta; Short and long Cycles; Cointegration;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- M40 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-05 (All new papers)
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