{"id":134654,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/nuevos-modelos-para-el-analisis-de-la-naturaleza-del-rendimiento-de-los-titulos-bursatiles\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"nuevos-modelos-para-el-analisis-de-la-naturaleza-del-rendimiento-de-los-titulos-bursatiles","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/nuevos-modelos-para-el-analisis-de-la-naturaleza-del-rendimiento-de-los-titulos-bursatiles\/","title":{"rendered":"Nuevos modelos para el analisis de la naturaleza del rendimiento de los titulos bursatiles."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Salvador Roji Ferrari <\/strong><\/h2>\n<p>Algunos elementos (asimetrias, cambios estructurales&#8230;) obviados por los procesos lineales, han sido recogidos por modelos dinamicos no lineales tanto estocasticos como deterministas. Tras un repaso a las diferentes teorias sobre el mercado bursatil, sus deficiencias y las causas que lo provocan, esquematizamos en tres capitulos los modelos y tests que intentan aproximar la realidad compleja y dinamica de la naturaleza de los rendimientos bursatiles. Los trabajos realizados sobre este campo han utilizado instrumentos (exponentes lyapunov, la estadistica bds, o los tests de dimension) que requieren unas condiciones de medida, datos, y suposiciones que dan demasiado margen a posibles errores. Dichos problemas se potencian en el reducido mercado bursatil espa\u00f1ol. Debido a estas razones, utilizamos el test de los rendimientos cercanos a la realidad espa\u00f1ola por su sencillez y claridad de comprension, su adaptacion a series bursatiles reducidas, su caracter cualitativo-visual, y la novedad de su utilizacion en espa\u00f1a. El resultado concuerda con otros realizados en espa\u00f1a y eeuu, negando credibilidad a una supuesta conducta caotica de las series bursatiles. Otros tests econometricos avanzados tienen futuro en encontrar un peque\u00f1o determinismo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Nuevos modelos para el analisis de la naturaleza del rendimiento de los titulos bursatiles.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Nuevos modelos para el analisis de la naturaleza del rendimiento de los titulos bursatiles. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Salvador Roji Ferrari <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Andr\u00e9s Santiago Suarez  Suarez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Jes\u00fas Mar\u00eda Vegas Asensio <\/li>\n<li>Eduardo Perez Gorostegui (vocal)<\/li>\n<li>Juan  Manuel Mascare\u00f1as Perez I\u00f1igo (vocal)<\/li>\n<li>Camilo Prado Freire (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Salvador Roji Ferrari Algunos elementos (asimetrias, cambios estructurales&#8230;) obviados por los procesos lineales, han sido recogidos por [&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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