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Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios

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  • Franco Parisi

Abstract

This paper examines the most frequently used models of conditional variance in the estimation of stock returns and portfolios. The models are analyzed by various tests in order to measure their capabilities to explain variance. At the same time, the tests

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  • Franco Parisi, 1997. "Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 27-47.
    • Handle: RePEc:ioe:cuadec:v:34:y:1997:i:101:p:27-47
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