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If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.
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All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com
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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.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
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