Open AccessVOLATILIDAD ESTOCÁSTICA, TEORÍA DE VALORES EXTREMOS Y VALUACIÓN DE DERIVADOS: CALIBRACIÓN Y ANÁLISIS DE 3 MODELOS DE PROCESOS ESTOCÁSTICOS PARA EL ÍNDICE DE LA BMV DE 1990 a 2005
Author(s) -
Andoni Gárritz Cruz
Publication year - 2006
Publication title -
deleted journal
Language(s) - Spanish
Resource type - Journals
ISSN - 1665-5346
DOI - 10.21919/remef.v5i1.217
Subject(s) - econometrics , economics , stock market index , volatility (finance) , econometric model , mathematics , predictive power , index (typography) , stock market , physics , geography , computer science , context (archaeology) , archaeology , quantum mechanics , world wide web
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