Serviços Personalizados
Journal
Artigo
Indicadores
- Citado por SciELO
- Acessos
Links relacionados
- Citado por Google
- Similares em SciELO
- Similares em Google
Compartilhar
Cuadernos de Economía
versão impressa ISSN 0121-4772versão On-line ISSN 2248-4337
Resumo
MENDOZA PINEROS, Andrés Mauricio e JIMENEZ MOSCOSO, José Alfredo. ANÁLISIS DE LA DISTRIBUCIÓN DE LAS TASAS DE RETORNO ACCIONARIAS HACIENDO USO DE LA DISTRIBUCIÓN G Y H DE TUKEY. Cuad. Econ. [online]. 2010, vol.29, n.52, pp.213-235. ISSN 0121-4772.
This paper presents some properties and limitations of the Tukey´s g and h family of distributions. It develops the density function when the parameters g and h are not constant, which is a major breakthrough considering the recurrence of this in the applications of the behaviour of distributions of financial assets. These theoretical developments allow a more detailed analysis in the stock sector when one wants to know and describe the behaviour of the distribution of rates of return.
Palavras-chave : Tukey´s g and h family of distributions; quantiles; skewness and elongation of the tails.