Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Dora Aguilasocho-Montoya"'
Publikováno v:
Ciencias Administrativas Teoría y Praxis, Vol 19, Iss 1 (2023)
El objetivo de esta investigación es conocer el grado de correlación entre el marketing y la innovación con la competitividad de la industria de la confección del vestido (MIPYMES) de Moroleón, Guanajuato, México en situación de pandemia. El e
Externí odkaz:
https://doaj.org/article/d8c9805d5c6646a78550a31ba14acd0e
Publikováno v:
Mercados y Negocios, Vol 1, Iss 42, Pp 5-26 (2020)
In the present paper we test the benefit of overweighting a Global stock portfolio in Emerging markets. This, against a globally full-diversified one. By using a Gaussian two-regime Markov-Switching model in the S&P BMI global, the U.S. S&P 500; the
Externí odkaz:
https://doaj.org/article/d62c234b8afa4daf946312049ea1c8bf
Publikováno v:
Mercados y Negocios, Iss 42, Pp 5-26 (2020)
En el presente trabajo se prueba el beneficio de sobreinvertir un portafolio global de acciones en países emergentes. Esto en comparación a un portafolio globalmente diversificado. Al emplear un modelo markoviano con cambios de régimen, en un cont
Externí odkaz:
https://doaj.org/article/69e0daae125c4435a25472681a4f4d35
Publikováno v:
Symmetry, Vol 13, Iss 12, p 2346 (2021)
In the present paper, we extend the current literature in algorithmic trading with Markov-switching models with generalized autoregressive conditional heteroskedastic (MS-GARCH) models. We performed this by using asymmetric log-likelihood functions (
Externí odkaz:
https://doaj.org/article/f763612ac9b24c8b8724febc31007d38
Publikováno v:
Mathematics, Vol 8, Iss 6, p 1001 (2020)
In the present paper we tested the use of Markov-switching Generalized AutoRegressive Conditional Heteroscedasticity (MS-GARCH) models and their not generalized (MS-ARCH) version. This, for active trading decisions in the coffee, cocoa, and sugar fut
Externí odkaz:
https://doaj.org/article/084558ecd42548cd8560a34bf3a17993
Autor:
Oscar V. De la Torre-Torres, Dora Aguilasocho-Montoya, Leticia Bollain-Parra, Amador Durán-Sánchez
Publikováno v:
RPER. :165-177
In the present paper we extended the Fama-French (FF), three-factor model, by including the U.S. VIX and European VSTOXX implied volatility indexes. Also, the Baker, Bloom Davis, Kost, and Renault Economic policy (WEUI), pandemics (WPUI) news, and so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9079f748c440efb35c68d76a0f246a6f
https://doi.org/10.59072/rper.vi60.69
https://doi.org/10.59072/rper.vi60.69
Publikováno v:
Economía Teoría y Práctica, Iss 43, Pp 133-154 (2015)
Se propone utilizar y prueba la eficiencia media-varianza de un índice de desempeño de inversiones de ciclo de vida denominado actual position benchmark ( apb ) para medir el comportamiento de la política de inversión de fondos de pensiones mexic
Externí odkaz:
https://doaj.org/article/4df21d3cd6254f55880bb21544af5a52
Publikováno v:
Mercados y Negocios, Iss 42, Pp 5-26 (2020)
In the present paper we test the benefit of overweighting a Global stock portfolio in Emerging markets. This, against a globally full-diversified one. By using a Gaussian two-regime Markov-Switching model in the SP the LATAM S&P, the East Europe S&P,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::77c01eb315dec6c208bb13243445463f
https://doi.org/10.32870/myn.v1i42.7548
https://doi.org/10.32870/myn.v1i42.7548
Publikováno v:
Soft Computing. 24:13823-13836
In this work, the use of Markov-switching GARCH (MS-GARCH) models is tested in an active trading algorithm for corn and soybean future markets. By assuming that a given investor lives in a two-regime world (with low- and high-volatility time periods)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12947e6c088241ecd60aed86deb77e84
https://doi.org/10.1007/s00500-019-04629-5
https://doi.org/10.1007/s00500-019-04629-5
Autor:
María de la Cruz del Río-Rama, Dora Aguilasocho-Montoya, Oscar V. De la Torre-Torres, Leticia Bollain-Parra
In this work, we estimated the impact that the US VIX, economic policy and epidemic uncertainty indexes had on leisure and recreation stocks. We extended the current literature in two ways: first, we estimated the smoothed probabilities of being in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfb571879d4a2f2f3d0297027b4af32d
https://doi.org/10.1108/978-1-80071-070-220211009
https://doi.org/10.1108/978-1-80071-070-220211009
