Exploració per altres contribucions "Perelló Palou, Josep"

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    • Emergent Group Properties in Financial Markets 

      Doria Arrieta, Omar Alonso (Universitat Politècnica de Catalunya, 2011-06-17)
      Projecte Final de Màster Oficial
      Accés obert
      In the present we have analyzed the data from 480 companies of the S&P500 using the Random Matrix Theory and the Inverse Participation Ratio, we analyzed the eigenvalues and its respective eigenvectors in order to find ...

    • Maximum Likelihood Approach for Stochastic Volatility Models 

      Camprodon Masnou, Jordi (Universitat Politècnica de Catalunya, 2011-09-22)
      Projecte Final de Màster Oficial
      Accés obert
      English: Volatility is a measure of the amplitude of price return fluctuations. Despite it is one of the most important quantities in finance, volatility is a hidden quantity because it is not directly observable. Here we ...