Add to ORKGEste artículo presenta un análisis de aplicación del denominado “análisis fundamental” basado en la contabilidad empresarial y modelos econométricos autorregresivos y de rezagos distribuidos, aplicados al pronóstico del precio de una acción que cotiza en el mercado de valores de Buenos Aires. Asimismo, se presenta una modelación econométrica para pronosticar la evolución del índice Merval.This article presents an empirical analysis of the so called fundamental analysis, based on business accounting and the application of autoregressive and distributed lags econometric models for stock price forecasting. These methods were applied to forecast a specific stock price traded at the Buenos Aires stock exchange. Furthermore, it is also presen...
Empirical evidence shows that the performance of stock indices generally have an asymmetric shape an...
This paper presents a literature review on methods that have been used in the last two decades to pr...
Commodity prices have been growing fast in the last few years and this has caused countless economic...
The article presents a methodology that uses the time series, for forecasting indices closing prices...
In recent years, there have been attempts to test the theory of market efficiency, using more effici...
The study considered evaluating the predictive capacity of the mean reversion models, accrual adjust...
La metodología presentada en este trabajo permite, a partir de información contable generar una seri...
This article validates the chaotic behavior in the Argentinean, Brazilian, Canadian, Chilean, Americ...
Se plantea que el Análisis técnico de Valores no es la panacea en la toma de decisiones a la hora d...
The Value at Risk (VaR) represents the maximum probable loss that an asset may experience in a given...
Este trabajo examina la relación entre el desarrollo del mercado accionario y el crecimiento, en el ...
ResumenProducto de una revisión de la literatura, en el presente trabajo se aplican 4 métodos para e...
[EN] The aim of this paper is to show a methodology, based on the so-called Lognormal Model, to desc...
Los precios de los commodities han evidenciado un notable crecimiento en los últimos años, lo que ha...
This paper presents a literature review on methods that have been used in the last two decades to pr...
Empirical evidence shows that the performance of stock indices generally have an asymmetric shape an...
This paper presents a literature review on methods that have been used in the last two decades to pr...
Commodity prices have been growing fast in the last few years and this has caused countless economic...
The article presents a methodology that uses the time series, for forecasting indices closing prices...
In recent years, there have been attempts to test the theory of market efficiency, using more effici...
The study considered evaluating the predictive capacity of the mean reversion models, accrual adjust...
La metodología presentada en este trabajo permite, a partir de información contable generar una seri...
This article validates the chaotic behavior in the Argentinean, Brazilian, Canadian, Chilean, Americ...
Se plantea que el Análisis técnico de Valores no es la panacea en la toma de decisiones a la hora d...
The Value at Risk (VaR) represents the maximum probable loss that an asset may experience in a given...
Este trabajo examina la relación entre el desarrollo del mercado accionario y el crecimiento, en el ...
ResumenProducto de una revisión de la literatura, en el presente trabajo se aplican 4 métodos para e...
[EN] The aim of this paper is to show a methodology, based on the so-called Lognormal Model, to desc...
Los precios de los commodities han evidenciado un notable crecimiento en los últimos años, lo que ha...
This paper presents a literature review on methods that have been used in the last two decades to pr...
Empirical evidence shows that the performance of stock indices generally have an asymmetric shape an...
This paper presents a literature review on methods that have been used in the last two decades to pr...
Commodity prices have been growing fast in the last few years and this has caused countless economic...