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

Franco Parisi

Latin American Journal of Economics-formerly Cuadernos de Economía, 1997, vol. 34, issue 101, 27-47

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

Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.economia.uc.cl/docs/101paria.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:34:y:1997:i:101:p:27-47

Ordering information: This journal article can be ordered from

Access Statistics for this article

Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

More articles in Latin American Journal of Economics-formerly Cuadernos de Economía from Instituto de Economía. Pontificia Universidad Católica de Chile. Contact information at EDIRC.
Bibliographic data for series maintained by Jaime Casassus ().