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A comparative performance review of the Venezuelan, Latin-American and emerging markets stock indexes with the North-American ones using a Gaussian two-regime Markov-switching model
ArticleAbstract: En el presente artículo se utiliza un modelo markoviano de cambio de régimen con dos estados para mePalabras claves:Desempeño de inversiones en Venezuela, Emerging markets, Investment performance in Venezuela, Markov-Switching models, MERCADOS EMERGENTES, Modelos markovianos de cambio de régimen, Portfolio selection, Selección de portafoliosAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusA markov-switching VSTOXX trading algorithm for enhancing EUR stock portfolio performance
ArticleAbstract: In the present paper, we test the benefit of using Markov-Switching models and volatility futures diPalabras claves:Active stock trading, Algorithmic trading, Markov-Switching GARCH, Volatility futures, Volatility hedging; active portfolio management, VSTOXX, VSTOXX futures tradingAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusA test of using markov-switching GARCH models in oil and natural gas trading
ArticleAbstract: In this paper, we test the use of Markov-switching (MS) GARCH (MSGARCH) models for trading either oiPalabras claves:Active investment, Commodities, diversification, Energy futures, Energy price hedging, Institutional investors, Markov-switching, Markov-Switching GARCH, Portfolio ManagementAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusAnalysing the influence of foreign direct investment and urbanization on the development of private financial system and its ecological footprint
ArticleAbstract: In this research, the objective is to examine how private financial development, urbanization and foPalabras claves:ecological footprint, Financial development, Foreign investment, Panel data estimation, UrbanizationAutores:Irfan M., José Álvarez-García, Pablo Ponce, Viviana ÁlvarezFuentes:scopusAgglomeration economies: An analysis of the determinants of employment in the cities of Ecuador
ArticleAbstract: The objective of this investigation is to study the role of agglomeration economies (manufacturing)Palabras claves:Agglomeration economies, economic growth, ECUADOR, Employment growthAutores:José Álvarez-García, Río-Rama M.d.l.C.d., Ronny Correa-Quezada, Tania Paola Torres-GutiérrezFuentes:googlescopusApplication of the kernel density function for the analysis of regional growth and convergence in the service sector through productivity
ArticleAbstract: The aim of this research work is to analyze growth and convergence processes in the service sector aPalabras claves:economic growth, Kernel density function, Productivity, Regional convergence, Regional growth, Service sectorAutores:Cueva-Rodríguez L., Del Río‐Rama M.d.l.C., José Álvarez-García, Ronny Correa-QuezadaFuentes:googlescopusEfficiency of the public pensions funds on the socially responsible equities of Mexico
ArticleAbstract: In the present work, we test the mean-variance efficiency that Mexican public pension funds would haPalabras claves:Asset-allocation, Markov-Switching models, Pension funds, Portfolio back test and simulation, SIEFORE, Socially responsible investmentAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusFinancial development, clean energy, and human capital: Roadmap towards sustainable growth in América Latina
ArticleAbstract: The consumption of renewable energy has become a substitute for fossil fuels to mitigate environmentPalabras claves:Clean energies, economic growth, Financial development, Panel Data, Sustainable DevelopmentAutores:Del Río‐Rama M.d.l.C., Johanna Medina, José Álvarez-García, Pablo PonceFuentes:scopusEvidence of stock market integration and short-term active portfolio opportunities in the emu countries with a gaussian markov-switching test
ArticleAbstract: In this paper we tested, with a two-regime Gaussian Markov-switching model, the weekly performance oPalabras claves:Active portfolio management, EMU stock markets integration, financial market integration, Markov-Switching modelsAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusMarkov-switching stochastic processes in an active trading algorithm in the main Latin-American stock markets
ArticleAbstract: In the present paper, we review the use of two-state, Generalized Auto Regressive Conditionally HetePalabras claves:Active investment, Active stock trading, Algorithmic trading, Computational finance, Latin-American stock markets, Markov-switching, Markov-Switching GARCH, Markovian chainAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopus