Estimadores de volatilidad basados en información de alta frecuencia del índice de capitalización accionaria (Colcap) en Colombia

The purpose of the article was to determine the behavior of the volatility of the Capitalization Index of the Colombian Stock Exchange (Colcap), in the period from January 17th, 2008 to April 30th, 2020. For the development of this work, the study employed the autoregressive conditional heteroscedas...

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Bibliographic Details

Main Authors:	Galarza Melo, Edison, Fajardo Hoyos, Claudia Liceth
Format:	Article
Language:	Spanish
Published:	2021
Subjects:	volatility Garch Egarch stock indices financial markets volatilidad índices bursátiles mercados financieros Volatilidade Índices bolsistas Mercados financeiros
Online Access:	https://dialnet.unirioja.es/servlet/oaiart?codigo=9776472
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