{"id":44937,"date":"2019-01-31T00:35:28","date_gmt":"2019-01-31T00:35:28","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/la-teoria-del-random-walk-y-su-contrastacion-en-el-mercado-bursatil-espanol\/"},"modified":"2019-01-31T00:35:28","modified_gmt":"2019-01-31T00:35:28","slug":"la-teoria-del-random-walk-y-su-contrastacion-en-el-mercado-bursatil-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/la-teoria-del-random-walk-y-su-contrastacion-en-el-mercado-bursatil-espanol\/","title":{"rendered":"La teoria del random walk y su contrastacion en el mercado bursatil espa\u00f1ol."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Montserrat Casanovas Ramon <\/strong><\/h2>\n<p>El objeto de esta tesis tal como indica su titulo ha sido la contratacion de la teoria del ramdom walk en el mercado bursatil barcelones y por extension en el espa\u00f1ol; a la vez que el analisis de las implicaciones practicas de las conclusiones conseguidas en dicha contrastacion. La verificacion de dicha teoria se ha realizado a traves de la comprobacion empirica de las dos hipotesis sobre las que descansa la misma. Estudiandose la forma de las distribuciones de frecuencias de los logaritmos de las cotizaciones (en sus variaciones diarias) y efectuando un test de correlaciones seriales y un test de filtros afin de poner de manifiesto la dependencia o correslacion en las variaciones de la cotizaciones  tanto a nivel individual a traves de sesenta valores elegidos como mas representativos y a nivel global mediante los indices generales en el quinquenio estudiado.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>La teoria del random walk y su contrastacion en el mercado bursatil espa\u00f1ol.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 La teoria del random walk y su contrastacion en el mercado bursatil espa\u00f1ol. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Montserrat Casanovas Ramon <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1978<\/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>Antonio Serra Ramoneda<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antonio Serra Ramoneda <\/li>\n<li>Eduardo Bueno Campos (vocal)<\/li>\n<li>Luis Barbe Duran (vocal)<\/li>\n<li>Enrique Ribas Mirangels (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Montserrat Casanovas Ramon El objeto de esta tesis tal como indica su titulo ha sido la contratacion [&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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