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Autor Suarez García, Pablo |
Documentos disponibles escritos por este autor (2)
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Gallego, Víctor ; Suarez García, Pablo ; Angulo, Pablo ; Gómez-Ullate Otaiza, David | Wiley | 2019-05We propose a robust implementation of the Nerlove-Arrow model using a Bayesian structural time series model to explain the relationship between advertising expenditures of a countrywide fast-food franchise network with its weekly sales. Due to t[...]texto impreso
In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in many di[...]