MODELO DE PREDICCIÓN DEL PRECIO DE LA ACCION ORDINARIA CEMENTOS ARGOS


Authors

  • ALVARO TREJOS CARPINTERO
  • SEBASTIÁN NIETO SALAZAR
  • PATRICIA A. CARVAJAL OLAYA

Abstract

Este artículo, presenta una aplicación de la metodología de series de tiempo, desarrollada por Box and Jenkins, para modelar el precio promedio ponderado diario, de las acciones de Cementos Argos, que transan en la BVC. Para modelarlas se implementaron los modelos ARIMA estacionales y no estacionales obteniendo un buen ajuste de los mismos y demostrando que el precio de una acción en mercados emergentes como el colombiano, es un proceso factible de modelar.

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Published

2023-09-27

How to Cite

TREJOS CARPINTERO, A. ., NIETO SALAZAR, S. ., & CARVAJAL OLAYA, P. . A. (2023). MODELO DE PREDICCIÓN DEL PRECIO DE LA ACCION ORDINARIA CEMENTOS ARGOS. Scientia Et Technica, 3(23). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/7377

Issue

Vol. 3 No. 23 (2003)

Section

Industrial

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