Listar por autoría "80e323e8-81c1-43cd-a2f0-41aabd93d68f"
Mostrando ítems 1-6 de 6
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La estadística de 1º de Bachillerato a través de proyectos y el software R
Alemany, Nuria Universitat Jaume I (2015-06)Este Trabajo Final de Master que se desarrolla a continuación bajo la modalidad de mejora educativa, está enmarcado dentro del Máster en Profesorado de Educación Secundaria Obligatoria y Bachillerato, Formación Profesional ... -
Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique Elsevier (2020-04-08)This paper analyzes the impact of arbitrage opportunity changes on the price discovery process between the DAX30 index and the DAX30 index future within a short time scale. To this end, we use 5-min data, regime-switching ... -
Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique Pageant Media Ltd (2020-09-20)This article evaluates the usefulness of high-frequency data in optimal portfolio choice. The authors use a comprehensive list of major stock indexes and different frequencies of observations. Furthermore, they consider ... -
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique Elsevier (2020-09-01)Previous research documents that the distribution of realised volatility appears approximately log-normal. However, formal tests reject normality fairly convincingly, which may indicate intrinsic features in the intraday ... -
The influence of intraday seasonality on volatility transmission patterns
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique Taylor & Francis (2018)Using data on a five-minute interval basis, this article analyses the effects of intraday seasonality on volatility transmission between the spot and futures markets of the CAC40, DAX30 and FTSE100. Remarkable differences ... -
Valoración de empresas. Caso Grifols.
Alemany, Nuria Universitat Jaume I (2014)El objetivo de este trabajo es la estimación del valor intrínseco del holding Grifols, mediante la aplicación de tres modelos de valoración todos ellos basados en el descuento de flujos de caja, con la finalidad de analizar ...