Estimación de volatilidades y pronóstico en los precios del atún y camarón de exportación ecuatoriano periodo 2010-2020

ABSTRACT: The main objective of this work is to identify the volatility and forecasts of the prices of tuna and shrimp for export in Ecuador. Due to this, applying the Autoregressive Models of Conditional Heteroskedasticity ARCH and GARCH was necessary. According to empirical experience, these model...

• Автор: Toapanta Chancusig, Sandy Lisbeth (author)
• Формат: bachelorThesis
• Опубліковано: 2024
• Предмети: Volatilidad; Modelos ARCH y GARCH; precios; pronóstico
• Онлайн доступ: http://dspace.unach.edu.ec/handle/51000/12334