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...

• Autor principal: Hidalgo Andrade, Juan Eduardo (author)
• Otros Autores: Gonzaga Gonzaga, David (author), Aguilera Chuchuca, Alex (author), Tobalina Ditto, Constantino Francisco (author)
• Formato: article
• Lenguaje: spa
• Publicado: 2009
• Materias: RIESGO SISTEMATICO; MODELOS ARCH
• Acceso en línea: http://www.dspace.espol.edu.ec/handle/123456789/4928