Open AccessEstimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a test in pensiones civiles del Estado de Michoacán
Author(s) -
Oscar V. De la Torre-Torres
Publication year - 2013
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2013v3n1/delatorre
Subject(s) - autoregressive conditional heteroskedasticity , portfolio , covariance matrix , actuarial science , pension , order (exchange) , project portfolio management , econometrics , investment management , sort , economics , financial economics , mathematics , finance , statistics , management , arithmetic , volatility (finance) , project management , market liquidity