Scale-free tails in colombian financial indexes : a primer

Simple item page
dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creator.firmaCarlos León
dc.date.accessioned2014-03-07T08:30:10Zeng
dc.date.available2014-03-07T08:30:10Z
dc.date.created2014-03-07
dc.date.issued2014-03-07
dc.description.abstractA maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of theng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6098spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6098
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.812spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 812
dc.relation.numberBorrador 812spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/812.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:812spa
dc.subject.jelC58 - Financial Econometricseng
dc.subject.jelspaC46 - Distribuciones específicas; Estadísticas específicasspa
dc.subject.keywordScale-freeeng
dc.subject.keywordPower-laweng
dc.subject.keywordZipf’s laweng
dc.subject.keywordFinancial returnseng
dc.subject.lembIndicadores financieros -- Colombiaspa
dc.subject.lembMercado de capitales -- Colombiaspa
dc.subject.lembTipos de cambio -- Colombiaspa
dc.subject.lembRendimiento financiero -- Colombiaspa
dc.titleScale-free tails in colombian financial indexes : a primerspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

Files

Original bundle
Now showing 1 - 5 of 9
Thumbnail Image
Name:
be_812.pdf
Size:
1.5 MB
Format:
Adobe Portable Document Format
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6098/be_812.pdf
Description:
Borradores de Economia No. 812
Download
Thumbnail Image
Name:
BDE-812-001.JPG
Size:
68.07 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6098/BDE-812-001.JPG
Description:
Imagen 812-001
Download
Thumbnail Image
Name:
BDE-812-002.JPG
Size:
58.4 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6098/BDE-812-002.JPG
Description:
Imagen 812-002
Download
Thumbnail Image
Name:
BDE-812-003.JPG
Size:
82.76 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6098/BDE-812-003.JPG
Description:
Imagen 812-003
Download
Thumbnail Image
Name:
BDE-812-004.JPG
Size:
60.24 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6098/BDE-812-004.JPG
Description:
Imagen 812-004
Download
License bundle
Now showing 1 - 1 of 1
Name:
license.txt
Size:
1.71 KB
Format:
Plain Text
Description:
Download

Collections

Borradores de Economía