{"id":41291,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/un-analisis-de-la-relacion-entre-rendimientos-y-volumen-en-el-mercado-de-valores-espanol\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"un-analisis-de-la-relacion-entre-rendimientos-y-volumen-en-el-mercado-de-valores-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/un-analisis-de-la-relacion-entre-rendimientos-y-volumen-en-el-mercado-de-valores-espanol\/","title":{"rendered":"Un analisis de la relacion entre rendimientos y volumen en el mercado de valores espa\u00f1ol."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ainhoa Zarraga Alonso <\/strong><\/h2>\n<p>El objetivo principal del trabajo es el estudio de la relaci\u00f3n entre los rendimientos y el volumen engociado de los activos financieros del mercado continuo de valores espa\u00f1ol para tener un mayor conocimiento del funcionamiento del mismo. Como segundo objetivo, se determina si los rendimientos y el volumen negociado se comportan de acuerdo con las predicciones te\u00f3ricas que se derivan de los modelos de mezcla de distribuciones, dada la importancia que han cobrado estos modelos en los \u00faltimos a\u00f1os.  despu\u00e9s de un estudio previo de las series de datos a nivel univariante para conocer sus caracter\u00edsticas de estacionariedad y estacionalidad, en los cap\u00edtulos siguientes se estudian las relaciones entre los rendimientos y el volumen a distintos niveles, comenzando por un an\u00e1lisis de causalidad tanto lineal como no lineal en el sentido de granger, que permitir\u00e1 conocer las caracter\u00edsticas de la relaci\u00f3n din\u00e1mica entre las series de datos del mercado de valores espa\u00f1ol. El trabajo profundiza a\u00fan m\u00e1s en la relaci\u00f3n rendimientos- volumen mediante el estudio de la presencia de caracter\u00edsticas compartidas en com\u00fan por las series, indicando la existencia de un \u00fanico factor, que podr\u00eda ser el flujo de informaci\u00f3n, que determina la din\u00e1mica de las mismas.  en la \u00faltima parte del trabajo se realiza un contraste directo de varios modelos de mezcla de distribuciones, para determinar su validez en el mercado de valores espa\u00f1ol. Todo este an\u00e1lisis emp\u00edrico no se ha realizado con anterioridad para el mercado de valores espa\u00f1ol.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Un analisis de la relacion entre rendimientos y volumen en el mercado de valores espa\u00f1ol.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Un analisis de la relacion entre rendimientos y volumen en el mercado de valores espa\u00f1ol. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ainhoa Zarraga Alonso <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Marta Regulez Castillo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  ignacio Pe\u00f1a s\u00e1nchez de rivera <\/li>\n<li>amado Peiro gimenez (vocal)<\/li>\n<li>Rafael Santamaria aquilue (vocal)<\/li>\n<li>carmen Ansotegui olcoz (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ainhoa Zarraga Alonso El objetivo principal del trabajo es el estudio de la relaci\u00f3n entre los rendimientos [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[82,974,963,524,12909,4677,8771],"tags":[104679,104213,76584,37278,104680,60717],"class_list":["post-41291","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-econometria","category-economia-sectorial","category-modelos-econometricos","category-pais-vasco-euskal-herriko-unibertsitatea","category-sector-de-finanzas-y-seguros","category-series-temporales-economicas","tag-ainhoa-zarraga-alonso","tag-amado-peiro-gimenez","tag-carmen-ansotegui-olcoz","tag-juan-ignacio-pena-sanchez-de-rivera","tag-marta-regulez-castillo","tag-rafael-santamaria-aquilue"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/41291","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=41291"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/41291\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=41291"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=41291"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=41291"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}