{"id":113370,"date":"2018-03-11T10:40:46","date_gmt":"2018-03-11T10:40:46","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/deteccion-de-comportamientos-periodicos-en-cotizaciones-de-acciones-del-ibex-35\/"},"modified":"2018-03-11T10:40:46","modified_gmt":"2018-03-11T10:40:46","slug":"deteccion-de-comportamientos-periodicos-en-cotizaciones-de-acciones-del-ibex-35","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/deteccion-de-comportamientos-periodicos-en-cotizaciones-de-acciones-del-ibex-35\/","title":{"rendered":"Detecci\u00f3n de comportamientos peri\u00f3dicos en cotizaciones de acciones del ibex-35"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Concepcion Diaz Garcia <\/strong><\/h2>\n<p>Detecci\u00f3n de comportamientos peri\u00f3dicos en cotizaciones de acciones del ibex-35 concepci\u00f3n d\u00edaz garc\u00eda director: rafael flores de frutos departamento fundamentos del an\u00e1lisis econ\u00f3mico ii facultad de ciencias econ\u00f3micas y empresariales resumen: en es ta tesis se estudia la presencia de comportamientos peri\u00f3dicos en un conjunto de series de la bolsa de Madrid, lo que apoyar\u00eda la existencia de \u00c2\u00bfefectos d\u00eda de la semana\u00c2\u00bf en cotizaciones burs\u00e1tiles. Adem\u00e1s, se comprueba si el contraste de estacionali dad univariante desarrollado por flores y novales (1997) es capaz de discriminar entre los modelos peri\u00f3dicos y sus contrapartes no peri\u00f3dicas. uno de los objetivos de detectar pautas peri\u00f3dicas es comprobar si existe alguna ganancia en previsi\u00f3n. Po r esto, se estudia la posibilidad de construir modelos compuestos, usando tanto los modelos peri\u00f3dicos como los no peri\u00f3dicos, y se comprueba si \u00e9stos dan como resultado previsiones m\u00e1s precisas. tras dos exhaustivos experimentos, se concluye que la incorporaci\u00f3n de restricciones a los modelos peri\u00f3dicos, mejora de forma muy significativa la capacidad predictiva del contraste. De no llevarse a cabo dicho proceso, la probabilidad de detecci\u00f3n espuria de comportamientos peri\u00f3dicos es muy alta. una  vez incorporadas estas restricciones, el contraste detecta m\u00faltiples comportamientos peri\u00f3dicos en este conjunto de series, comportamiento que se ve reforzado por la superior capacidad predictiva de estos modelos sobre sus alternativas no peri\u00f3dicas . Por \u00faltimo, se\u00f1alar la superior precisi\u00f3n a la hora de prever de los modelos compuestos construidos.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Detecci\u00f3n de comportamientos peri\u00f3dicos en cotizaciones de acciones del ibex-35<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Detecci\u00f3n de comportamientos peri\u00f3dicos en cotizaciones de acciones del ibex-35 <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Concepcion Diaz Garcia <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 30\/10\/2012<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Rafael Flores De Frutos<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jaime Terceiro lomba <\/li>\n<li>mercedes Gracia d\u00edez (vocal)<\/li>\n<li>Juli\u00e1n Santos pe\u00f1as (vocal)<\/li>\n<li>Juan  Luis del Hoyo bernat (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Concepcion Diaz Garcia Detecci\u00f3n de comportamientos peri\u00f3dicos en cotizaciones de acciones del ibex-35 concepci\u00f3n d\u00edaz garc\u00eda director: [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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