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Published By Universidad Autonoma Metropolitana

2007-5375, 2007-5383
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scholarly journals Comparative analysis between the ARMA model and Its continuous version CARMA on the Dynamics of the Price and Quotation Index of the Mexican Stock Exchange

2021 ◽  
Vol 11 (1) ◽  
pp. 33-57
Author(s):  
Nallely Jacqueline Reyes-García ◽  
◽  
Francisco Venegas-Martínez ◽  
María Teresa Verónica Martínez-Palacios
Keyword(s):  
Comparative Analysis ◽  
Stock Exchange ◽  
Arma Model ◽  
Continuous Version

scholarly journals How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions

2021 ◽  
Vol 11 (1) ◽  
pp. 59-80
Author(s):  
Oscar Valdemar De la Torre Torres ◽  
◽  
Roberto Joaquín Santillán Salgado ◽  
Francisco López Herrera
Keyword(s):  
Markov Switching ◽  
Investment Decisions ◽  
Pension Funds ◽  
Sharpe Ratio
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