Estimación del riesgo sistemático de las acciones del ipecu y aplicación de modelos de heteroscedasticidad condicional autorregresiva

Estimación del riesgo sistemático de las acciones del ipecu y aplicación de modelos de heteroscedasticidad condicional autorregresiva

The objective of this paper is estímate both the asset’s sistematic risk from IPECU and the relation between self returns and market returns measured by the parameter form the classical CAPM model. The origina lestimations was regressed by Ordinary Least Squares giving good outcomes about the signif...

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Bibliographic Details
Main Author: Hidalgo Andrade, Juan Eduardo (author)
Other Authors: Gonzaga Gonzaga, David (author), Aguilera Chuchuca, Alex (author), Tobalina Ditto, Constantino Francisco (author)
Format: article
Language:spa
Published: 2009
Subjects:
RIESGO SISTEMATICO
MODELOS ARCH
Online Access:http://www.dspace.espol.edu.ec/handle/123456789/4928
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http://www.dspace.espol.edu.ec/handle/123456789/4928

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