Show simple item record

Hipótesis de mercado eficiente, caos y mercado de capitales

dc.contributor.authorFernández Díaz, Andrés
dc.contributor.authorGrau Carles, Pilar
dc.date.accessioned2013-01-22T21:56:48Z
dc.date.available2013-01-22T21:56:48Z
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/10115/11549
dc.description.abstractComplexity is one of the most important characteristic properties of the economic behaviour. The new field of knowledge called Chaotic Dynamics Economics born precisely with the objective of understanding, structuring and explaining in the endogenous way such complexity. In this paper we begin with a reappraisal of the Efficient Market Hypothesis, the fundamental and chart analysis and the modelization of the capital markets and chaos. Principally, we analyze the capital market from the point of view of complexity and chaos, by making reference to the behaviour of the Madrid stock exchange, in the period of 1941-1998 for the General Index, and during the period transpired between 1987-1998 for the daily Ibex35 index. In the work we show the need of knowing with independence of the irregularity, if the time series is stochastic or deterministic with a hidden explanation. That is the key problem to take into account.es
dc.language.isoenes
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectComplejidades
dc.subjectCaoses
dc.subjectMercado eficientees
dc.titleHipótesis de mercado eficiente, caos y mercado de capitaleses
dc.typeinfo:eu-repo/semantics/workingPaperes
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.subject.unesco5309.04 Estructura del Mercadoes
dc.subject.unesco5311.06 Estudio de Mercadoes
dc.description.departamentoEconomía Aplicada I


Files in this item

This item appears in the following Collection(s)

Show simple item record

Atribución-NoComercial-SinDerivadas 3.0 EspañaExcept where otherwise noted, this item's license is described as Atribución-NoComercial-SinDerivadas 3.0 España