Title
Estimacin de la volatilidad mediante el modelo CARR: Una aplicacin de la metodologa Box & Jenkins (Spanish Edition),Used
Delivery time: 8-12 business days (International)
En este trabajo se presenta una aplicacin de la Metodologa Box & Jenkins. Se construye un modelo autoregresivo para evaluar la volatilidad de los precios de las acciones en la Bolsa Mexicana de Valores. Las peculiaridades del presente se encuentran en el hecho de que se usa el rango entre precio mximo y mnimo de la jornada como medida de la volatilidad de los precios. Aqu se sustituye la forma tradicional en la que se emplea a la Desviacin Tpica como medida de variabilidad as como los comunmente empleados mtodos GARCH. Las estimaciones se hacen por tres procedimientos distintos y al final se selecciona una de ellas por ser la que cumple con el mayor nmero de supuestos que requiere este tipo de modelos. Como procedimientos de estimacin se usan Mnimos Cuadrados Ordinarios y los de Mxima Verosimilitud.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.