{"id":128625,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/economia-dinamica-caotica-una-aplicacion-al-mercado-de-capitales-espanol\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"economia-dinamica-caotica-una-aplicacion-al-mercado-de-capitales-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/economia-dinamica-caotica-una-aplicacion-al-mercado-de-capitales-espanol\/","title":{"rendered":"Economia dinamica caotica: una aplicacion al mercado de capitales espa\u00f1ol."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Pilar Grau  Carles <\/strong><\/h2>\n<p>En la tesis se explican los conceptos fundamentales de la teoria del caos y se exponen los distintos metodos para comprobar la existencia del mismo, proponiendose, ademas, tests para detectar la no linealidad, la no normalidad y la persistencia en una serie temporal. Se propone un modelo bursatil simple, basado en el comportamiento de los agentes, que puede generar movimientos caoticos en los precios de los activos. Asi mismo, se aplican los metodos anteriormente citados, a las series de cotizaciones bursatiles del indice general de la bolsa de Madrid y del ibex 35. Se demuestra que ambas series son persistentes y presentan ciclos no periodicos, cuantificando la duracion de los mismos mediante dos metodos: el analisis espectral y el analisis rango-desviacion tipica. Por ultimo, se demuestra que ambas series son no lineales y que existen indicios de caos en las mismas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Economia dinamica caotica: una aplicacion al mercado de capitales espa\u00f1ol.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Economia dinamica caotica: una aplicacion al mercado de capitales espa\u00f1ol. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Pilar Grau  Carles <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1996<\/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>Andres Fernandez Diaz<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Luis Rodriguez Saiz <\/li>\n<li>Francisco Javier Martin Pliego (vocal)<\/li>\n<li> Diaz Diaz Jes\u00fas Ildefonso (vocal)<\/li>\n<li>Juan  Emilio Iranzo Mart\u00edn (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Pilar Grau Carles En la tesis se explican los conceptos fundamentales de la teoria del caos y [&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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