BVG Index Risk and Return: Econometric Analysis and Projection
The objective of this research is to analyze the behavior of the returns and the volatility of the BVG Index for the period 2012-2017. Through an ARIMA model, it is to predict the monthly returns of the BVG Index for the year 2018. The methodology that this study is not experimental. To determine th...
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Autores principales: | , , |
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Formato: | Artículo revista |
Lenguaje: | Español |
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Facultad de Ciencias Económicas. Instituto de Economía y Finanzas
2021
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Materias: | |
Acceso en línea: | https://revistas.unc.edu.ar/index.php/acteconomica/article/view/28763 |
Aporte de: |
id |
I10-R10article-28763 |
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record_format |
ojs |
institution |
Universidad Nacional de Córdoba |
institution_str |
I-10 |
repository_str |
R-10 |
container_title_str |
Revistas de la UNC |
language |
Español |
format |
Artículo revista |
topic |
Ecuador Guayaquil stock exchange volatility ARIMA Ecuador olsa de valores de Guayaquil volatilidad ARIMA |
spellingShingle |
Ecuador Guayaquil stock exchange volatility ARIMA Ecuador olsa de valores de Guayaquil volatilidad ARIMA Espín Esparza, Emilia Jácome Gagñay, Renato Vera Pianda, Pamela BVG Index Risk and Return: Econometric Analysis and Projection |
topic_facet |
Ecuador Guayaquil stock exchange volatility ARIMA Ecuador olsa de valores de Guayaquil volatilidad ARIMA |
author |
Espín Esparza, Emilia Jácome Gagñay, Renato Vera Pianda, Pamela |
author_facet |
Espín Esparza, Emilia Jácome Gagñay, Renato Vera Pianda, Pamela |
author_sort |
Espín Esparza, Emilia |
title |
BVG Index Risk and Return: Econometric Analysis and Projection |
title_short |
BVG Index Risk and Return: Econometric Analysis and Projection |
title_full |
BVG Index Risk and Return: Econometric Analysis and Projection |
title_fullStr |
BVG Index Risk and Return: Econometric Analysis and Projection |
title_full_unstemmed |
BVG Index Risk and Return: Econometric Analysis and Projection |
title_sort |
bvg index risk and return: econometric analysis and projection |
description |
The objective of this research is to analyze the behavior of the returns and the volatility of the BVG Index for the period 2012-2017. Through an ARIMA model, it is to predict the monthly returns of the BVG Index for the year 2018. The methodology that this study is not experimental. To determine the ARIMA model, the time series in the study is done in the Gretl software, the model predicts the behavior of BVG Index for the 2018, and it shows a volatility behavior for the index. |
publisher |
Facultad de Ciencias Económicas. Instituto de Economía y Finanzas |
publishDate |
2021 |
url |
https://revistas.unc.edu.ar/index.php/acteconomica/article/view/28763 |
work_keys_str_mv |
AT espinesparzaemilia bvgindexriskandreturneconometricanalysisandprojection AT jacomegagnayrenato bvgindexriskandreturneconometricanalysisandprojection AT verapiandapamela bvgindexriskandreturneconometricanalysisandprojection AT espinesparzaemilia riesgoyrendimientodelbvgindexanalisisyproyeccioneconometrica AT jacomegagnayrenato riesgoyrendimientodelbvgindexanalisisyproyeccioneconometrica AT verapiandapamela riesgoyrendimientodelbvgindexanalisisyproyeccioneconometrica |
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Revistas |
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