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Evidencias de memoria larga en el Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores

In: Administración de riesgos

Author

Listed:
  • López-Herrera, Francisco

    (UNAM)

  • Villagómez-Bahena, José I.

    (Instituto Politécnico Nacional)

  • Venegas-Martínez, Francisco

    (Instituto Politécnico Nacional)

Abstract

Hasta ahora, la presunción de que el movimiento browniano describe correctamente el comportamiento de los precios accionarios es el principal paradigma sobre el cual se ha construido la teoría aplicable a las finanzas, de relevancia en particular para la teoría de la fijación de precios de los activos financieros y para sus sucedáneos como la adminiostración de riesgos y la ingeniería finnaciera.

Suggested Citation

  • López-Herrera, Francisco & Villagómez-Bahena, José I. & Venegas-Martínez, Francisco, 2011. "Evidencias de memoria larga en el Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad Autónoma Metroplitana (ed.), Administración de riesgos, volume 2, chapter 10, pages 257-280, Escuela Superior de Economía, Instituto Politécnico Nacional.
    • Handle: RePEc:ipn:capitu:064
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