Analyzing the selective stock price index using fractionally integrated and heteroskedastic models

Thumbnail Image

Files

018-Analyzing the Selective.pdf (934.77 KB)

Date

2024

Document type

Artículo

Collections

Investigación
Total downloads0
Total views0
Bibliographic managers

Authors

Contreras Reyes, Javier Esteban., Zavala, Joaquín E., Idrovo Aguirre, Byron J.

Program

Ingeniería en prevención de riesgos y medio ambiente

Faculty

Facultad de Ingeniería y Negocios

Publisher

MDPI

URI

http://repositorio.udla.cl/xmlui/handle/udla/1753, https://www.mdpi.com/journal/jrfm

DOI

10.3390/jrfm17090401

Keywords

ARFIMA model, FIGARCH model, GARCH model, Long memory, Selective stock price, Stock markets, Volatility

Citation

Journal of Risk and Financial Management, 17(9),17 p.

Extent

17 páginas
934.7Kb

Abstract

Stock market indices are important tools to measure and compare stock market performance. The Selective Stock Price (SSP) index reflects fluctuations in a set value of financial instruments of Santiag...

Endorsement

Review

Supplemented By

Referenced By

Usage statistics
01345
Aug 25Sep 25Oct 25Nov 25Dec 25Jan 26Feb 26