Open AccessPrueba de eficiencia débil en el mercado accionario colombiano
Author(s) -
César A Ojeda Echeverri,
Elkin Argemiro Castaño Vélez
Publication year - 2014
Publication title -
semestre económico/semestre economico
Language(s) - Spanish
Resource type - Journals
eISSN - 2248-4345
pISSN - 0120-6346
DOI - 10.22395/seec.v17n35a1
Subject(s) - autoregressive fractionally integrated moving average , heteroscedasticity , stylized fact , autoregressive model , econometrics , conditional variance , economics , setar , star model , mathematics , autoregressive conditional heteroskedasticity , statistics , volatility (finance) , long memory , autoregressive integrated moving average , time series , macroeconomics