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Mostrando ítems 11-20 de 65
Análise comparativa e teste empírico da validade dos modelos CAPM tradicional e condicional: o caso das ações da Petrobrás
(Revista Ciências Administrativas, 2007-08)
O objetivo deste artigo é fazer uma análise comparativa e testar empiricamente a validade dos modelos CAPM tradicional e
condicional utilizando as ações preferenciais da Petrobrás. A metodologia empregada foi a de estimar ...
Evaluación de modelos de pronóstico de series temporales para el Índice del mercado colombiano COLCAP
(Universidad Santo TomásPregrado Ingeniería IndustrialFacultad de Ingeniería Industrial, 2018)
The main objective of this research to focus on the selection and adjustment of two autoregressive models of the COLCAP index performance series, following the Box-Jenkins methodology or the ARIMA methodology. The ARMA (p, ...
Modelos mixtos en el análisis de ensayos comparativos de rendimiento multiambientales de una especie perenneMixed models in the analysis of multienvironment comparative yield trials of a perennial crop
(Estación Experimental Agroindustrial Obispo Colombres, 2013-12)
Los ensayos multiambientales de mejoramiento genético de la caña de azúcar (Saccharum spp.) son conducidos durante diferentes edades de corte, por tratarse esta de una especie perenne. Las correlaciones temporales entre ...
Comparación de modelos clásicos en series de tiempo y modelos bayesianos para pronosticar tres acciones colombianas en el último año
(Universidad Santo TomásPregrado EstadísticaFacultad de Estadística, 2020-01-21)
In this work, it is determined that statistical model is best for forecasting the yields of Colombian financial shares(Ecopetrol S.A
(ECO), Grupo Nutresa S.A (NCH) and Banco Davivienda Pf (DVI_p), Models applied to series ...
Mixtures of Distributions and Volatility
(David Publishing, 2016-04)
Using Monte Carlo methods we generate time series with the following features: a) series with distributions that are the mix of two normal distributions with different variances, b) series that satisfy volatility models, ...
Transporte aéreo doméstico: uma análise econômica para o período recente
(2001-04-01)
This dissertation aim to provide an economic analysis of the Domestic Airline Transportation (DAT) Industry's cost structure in Brazil. With this objective in mind this work proposes in chapters 1 and 2, respectively, a ...
Verificação da existência de assimetria de informação no processo de emissão de ações no mercado brasileiro
(2002)
This paper seek to build a revision on asymmetric information in Brazilian stock market. The analysis will be conducted in the context of an equilibrium model of the issue-invest decision developed by Myers e Majluf. This ...
Modelos de regressão PLS com erros heteroscedásticos
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2010-01-26)
Two problems related to Partial Least Squares method are considered in this work. Heteroscedastic errors and an asymmetrical error distribution. In the _rst part of this work a methodology is developed which allows, based ...
Modeling Spatial Correlation Structure in Sugarcane (Saccharum spp.) Multienvironment Trials
(Taylor & Francis, Inc., 2015-01)
Comparative multienvironment trials (METs) of sugarcane genotypes are frequently conducted using a randomized complete-block design (RCBD) within environments. However, blocking does not always ensure spatial variation ...