{"id":17159,"date":"2018-03-09T09:05:06","date_gmt":"2018-03-09T09:05:06","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/algunas-aportaciones-de-la-teoria-del-caos-al-analisis-empa%c2%adrico-de-series-temporales\/"},"modified":"2018-03-09T09:05:06","modified_gmt":"2018-03-09T09:05:06","slug":"algunas-aportaciones-de-la-teoria-del-caos-al-analisis-empa%c2%adrico-de-series-temporales","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/algunas-aportaciones-de-la-teoria-del-caos-al-analisis-empa%c2%adrico-de-series-temporales\/","title":{"rendered":"Algunas aportaciones de la teor\u00eda del caos al an\u00e1lisis emp\u00edrico de series temporales"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda no Matilla Garcia <\/strong><\/h2>\n<p>El hecho de considerar una serie como aleatoria o determinita no es una cuesti\u00f3n trivial; se analizan para ello algunos de los criterios que permiten calificarla de un modo u otro a la luz de los resultados derivados de la teor\u00eda del caos. Es conduce a preguntarnos qu\u00e9 puede ofrecer la teor\u00eda del caos al an\u00e1lisis de series temporales, en particular en lo referente a las series financieras, desde el momento que esta teor\u00eda ofrece una aproximaci\u00f3n determinista alejada, en este sentido, de la aproximaci\u00f3n m\u00e1s ortodoxa. entre las posibles aportaciones que la teor\u00eda del caos puede ofrecer, se investiga especialmente el test bds, herramienta que incorpora la correlaci\u00f3n, la idependencia y la nolinealidad. En concreto, ante la presencia de ciertas deficiencias de dicho estad\u00edstico, se procede a la elaboraci\u00f3n de un nuevo estad\u00edstico que generalice (bds-generalizado) el anterior, y que, incorporando un elemento clave como es el tiempo de desfase, mejore los resultados que se puedan obtener con el mismo a efectos de analizar la no linealidad de una serie temporal. Adicionalmente, se muestra como el bds-generalizado permite mejorar el estudio de la nolinealidad de una serie utilizado conjuntamente con el algoritmo de grassberger-porcaccia, a la hora de distinguir entre procesos aleatorios y deterministas. Finalmente, se analizan desde un punto de vista emp\u00edrico las series del ibex-35 y del igbm con la pretensi\u00f3n de detectar un posible andamio determinista en las mismas; los resultados son, en este sentido, a favor de la posible estructura determinista de las series analizadas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Algunas aportaciones de la teor\u00eda del caos al an\u00e1lisis emp\u00edrico de series temporales<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Algunas aportaciones de la teor\u00eda del caos al an\u00e1lisis emp\u00edrico de series temporales <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda no Matilla Garcia <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 31\/05\/2002<\/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> V\u00e1zquez Hern\u00e1ndez Francisco Jos\u00e9<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Del hoy bernat Juan <\/li>\n<li>Fernando Fern\u00e1ndez rodr\u00edguez (vocal)<\/li>\n<li>Jos\u00e9 Manuel Vegas montaner (vocal)<\/li>\n<li>Mar\u00eda  del dulce nombre Saura bacaicoa (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda no Matilla Garcia El hecho de considerar una serie como aleatoria o determinita no es una [&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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