Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Andrés Mora–Valencia"'
Publikováno v:
Latin American Research Review, Vol 59, Pp 292-314 (2024)
This article examines the adaptive market hypothesis in the five most important Latin American stock indices. To that end, we apply three versions of the variance ratio test, as well as the Brock-Dechert-Scheinkman test for nonlinear predictability.
Externí odkaz:
https://doaj.org/article/44e5f78118f14a2798da3575304956eb
Publikováno v:
Energies, Vol 17, Iss 5, p 1225 (2024)
Real options analysis is an adequate tool with which to value companies and projects under investment uncertainty. Nevertheless, the estimation of the volatility to be employed in the valuation procedure is a challenging task. The volatility paramete
Externí odkaz:
https://doaj.org/article/78e2a6118509406ab01b8928913a2aac
Publikováno v:
Mathematics, Vol 9, Iss 21, p 2736 (2021)
We consider alternative possibilities for hedging spot positions on the FTSE LATIBEX Index, the index of the only international market exclusively for Latin American firms that is denominated by the euro. Since there is not a futures market on the in
Externí odkaz:
https://doaj.org/article/21ae80647a074c20b9f4fcb6a87b6cc8
Publikováno v:
Mathematics, Vol 8, Iss 12, p 2110 (2020)
The semi-nonparametric (SNP) modeling of the return distribution has been proved to be a flexible and accurate methodology for portfolio risk management that allows two-step estimation of the dynamic conditional correlation (DCC) matrix. For this SNP
Externí odkaz:
https://doaj.org/article/2637f590cf5941bb81a5a03ffc33a1d7
Publikováno v:
Energies, Vol 13, Iss 11, p 2805 (2020)
The transition from traditional energy to cleaner energy sources has raised concerns from companies and investors regarding, among other things, the impact on financial downside risk. This article implements backtesting techniques to estimate and val
Externí odkaz:
https://doaj.org/article/f280fe95f9d6480d920da57ca6fea610
Publikováno v:
Estudios Gerenciales, Vol 31, Iss 136, Pp 287-298 (2015)
El objetivo de este artículo es evaluar la posibilidad de expansión de una red integrada de servicios de salud mediante el uso de valoración por opciones reales. Para estimar el parámetro de volatilidad se estudian cuatro metodologías, dos de el
Externí odkaz:
https://doaj.org/article/1343600547604e5ea59f6b23812726b9
Publikováno v:
International Economics. 172:311-323
This article proposes a methodology to calculate the effect of moral hazard on short term credit (working capital) to small and medium-sized enterprises (SMEs). The methodology incorporates four categories of moral hazard ratio defined in a previous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5324e9bae28b36ee5fbc1cbdc8a21be
https://doi.org/10.1016/j.inteco.2021.10.003
https://doi.org/10.1016/j.inteco.2021.10.003
Publikováno v:
International Journal of Emerging Markets.
PurposeThis paper aims to analyze the volatility transmission between an energy stock index and a financial stock index in emerging markets during recent high instability periods. The study considers the impact of both the period under analysis and t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b28b629e6231ece1d20fc53cd959a55
https://doi.org/10.1108/ijoem-10-2021-1551
https://doi.org/10.1108/ijoem-10-2021-1551
Publikováno v:
The Engineering Economist. 67:218-233
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2ee7dfedd1439a713675aa47d962225
https://doi.org/10.1080/0013791x.2022.2078023
https://doi.org/10.1080/0013791x.2022.2078023
Publikováno v:
Contributions to Statistics ISBN: 9783031141966
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4d550fc848a417dbb87e08be5ba2158
https://doi.org/10.1007/978-3-031-14197-3_9
https://doi.org/10.1007/978-3-031-14197-3_9
