{"id":25486,"date":"2018-03-09T09:16:54","date_gmt":"2018-03-09T09:16:54","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelo-wiener-gauss-su-aplicacion-en-la-formacion-de-precios-de-a%c2%adndices-bursatiles-de-espana-y-chile\/"},"modified":"2018-03-09T09:16:54","modified_gmt":"2018-03-09T09:16:54","slug":"modelo-wiener-gauss-su-aplicacion-en-la-formacion-de-precios-de-a%c2%adndices-bursatiles-de-espana-y-chile","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/politecnica-de-valencia\/modelo-wiener-gauss-su-aplicacion-en-la-formacion-de-precios-de-a%c2%adndices-bursatiles-de-espana-y-chile\/","title":{"rendered":"Modelo wiener-gauss: su aplicaci\u00f3n en la formaci\u00f3n de precios de \u00edndices burs\u00e1tiles de espa\u00f1a y chile"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Liliana Pedraja Rejas <\/strong><\/h2>\n<p>La presente investigaci\u00f3n se denomina \u00abmodelo wiener-gauss: su aplicaci\u00f3n en la formaci\u00f3n de precios de \u00edndices burs\u00e1tiles en espa\u00f1a y chile\u00bb.  la pregunta relevante se asocia a conocer si \u00c2\u00bfla formaci\u00f3n de precios de los \u00edndices general burs\u00e1til de Madrid (igb) e \u00edndice general de precios de las acciones de chile (igpa), siguen un proceso estoc\u00e1stico del tipo wiener-gauss?.  la revisi\u00f3n a los aportes conceptuales y a las aplicaciones en el \u00e1mbito de la econom\u00eda financiera de modelos estoc\u00e1sticos en valoraci\u00f3n de activos financieros, permite validar la pertinencia de la presente investigaic\u00f3n, toda vez que por medio de un trabajo integrador se conjuga la explicaci\u00f3n y predicci\u00f3n de precios en un horizontes determinado.  los resultados sugieren que el modelo wiener-gauss proporciona las bases para realizar estimaciones de precios semanales, quincenales y mensuales de ambos \u00edndices, las cuales son adecuadas desde el punto de vista econom\u00e9trico, considerando precios de cierre de los \u00edndices igb e igpa comprendidos entre los a\u00f1os 1995-2002.  por \u00faltimo se llega a concluir que, en el horizonte bajo estudio, la rentabilidad semanal del igb de Madrid e igpa de chile siguen una distribuci\u00f3n normal. por tanto, la bolsa de valores de Madrid as\u00ed como la bolsa de valores de santiago de chile, presentan un comportamiento esencialmente eficiente, de acuerdo a la forma d\u00e9bil, en la formaci\u00f3n de precios semanales de estos activos financieros.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelo wiener-gauss: su aplicaci\u00f3n en la formaci\u00f3n de precios de \u00edndices burs\u00e1tiles de espa\u00f1a y chile<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelo wiener-gauss: su aplicaci\u00f3n en la formaci\u00f3n de precios de \u00edndices burs\u00e1tiles de espa\u00f1a y chile <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Liliana Pedraja Rejas <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Polit\u00e9cnica de Valencia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 18\/09\/2003<\/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>Ricardo Server Izquierdo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  Francisco Julia igual <\/li>\n<li>sebasti\u00e1n Balasch parisi (vocal)<\/li>\n<li>Carlos Garc\u00eda-gutierrez fern\u00e1ndez (vocal)<\/li>\n<li>Mar\u00eda desamparados Meli\u00e1n navarro (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Liliana Pedraja Rejas La presente investigaci\u00f3n se denomina \u00abmodelo wiener-gauss: su aplicaci\u00f3n en la formaci\u00f3n de precios [&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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