{"id":"https://openalex.org/W64317554","doi":null,"title":"An\u00e1lisis de la distribuci\u00f3n subyacente del \u00cdndice General de la Bolsa de Madrid","display_name":"An\u00e1lisis de la distribuci\u00f3n subyacente del \u00cdndice General de la Bolsa de Madrid","publication_year":2000,"publication_date":"2000-01-01","ids":{"openalex":"https://openalex.org/W64317554","mag":"64317554"},"language":"es","primary_location":{"id":"mag:64317554","doi":null,"is_oa":false,"landing_page_url":"https://dialnet.unirioja.es/servlet/articulo?codigo=147365","pdf_url":null,"source":{"id":"https://openalex.org/S2898123265","display_name":"Revista Europea de Direcci\u00f3n y Econom\u00eda de la Empresa","issn_l":"1019-6838","issn":["1019-6838","2340-7220"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Revista Europea de Direcci\u00f3n y Econom\u00eda de la Empresa","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042684000","display_name":"Esther B. del Br\u00edo Gonz\u00e1lez","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Esther B. del Br\u00edo Gonz\u00e1lez","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5111448439","display_name":"Javier Perote Pe\u00f1a","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Javier Perote Pe\u00f1a","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"9","issue":"4","first_page":"123","last_page":"138"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.31859999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.31859999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.30660000443458557,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.1242000013589859,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/non-normality","display_name":"non-normality","score":0.675000011920929},{"id":"https://openalex.org/keywords/high-frequency-financial-data","display_name":"high-frequency financial data","score":0.8640000224113464},{"id":"https://openalex.org/keywords/mixture-distributions","display_name":"mixture distributions","score":0.5490000247955322},{"id":"https://openalex.org/keywords/student-s-t-distribution","display_name":"t-distribution","score":0.8149999976158142},{"id":"https://openalex.org/keywords/tail-thickness","display_name":"tail thickness","score":0.5249999761581421},{"id":"https://openalex.org/keywords/asset-valuation","display_name":"asset valuation","score":0.4059999883174896}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.7632241249084473},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.494627445936203}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:64317554","doi":null,"is_oa":false,"landing_page_url":"https://dialnet.unirioja.es/servlet/articulo?codigo=147365","pdf_url":null,"source":{"id":"https://openalex.org/S2898123265","display_name":"Revista Europea de Direcci\u00f3n y Econom\u00eda de la Empresa","issn_l":"1019-6838","issn":["1019-6838","2340-7220"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Revista Europea de Direcci\u00f3n y Econom\u00eda de la Empresa","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2243577962","https://openalex.org/W6989212829","https://openalex.org/W2285754515","https://openalex.org/W2910601926","https://openalex.org/W12157977","https://openalex.org/W1966152763","https://openalex.org/W4249378871","https://openalex.org/W1514989614","https://openalex.org/W6999107416","https://openalex.org/W2185345613"],"abstract_inverted_index":{"Es":[0],"sobradamente":[1],"conocida":[2],"la":[3,8,20,34,51,55,73,79,116,125,135,155],"ausencia":[4],"de":[5,7,11,14,22,24,33,36,47,66,78,81,91,95,127,157],"normalidad":[6,74],"mayor":[9],"parte":[10],"variables":[12],"financieras":[13],"alta":[15],"frecuencia":[16],"debido":[17],"fundamentalmente":[18],"a":[19,124],"falta":[21],"agregacion":[23],"los":[25,67],"datos.":[26],"Muchas":[27],"han":[28],"sido":[29],"las":[30,96,128],"posibles":[31],"modelizaciones":[32],"funcion":[35],"densidad":[37,117],"subyacente":[38],"en":[39,134],"tales":[40],"variables,":[41],"dado":[43],"que":[44,122,148],"el":[45,89],"conocimiento":[46],"dicha":[48],"distribucion":[49],"es":[50],"base":[52],"fundamental":[53],"para":[54,87,114],"adecuada":[56],"valoracion":[57],"o":[58],"prediccion":[59],"-":[60,65],"al":[61,131],"menos":[62],"por":[63,100,120],"intervalos":[64],"activos":[68],"financieros.":[69],"Este":[70],"articulo":[71],"contrasta":[72],"del":[75],"indice":[76],"general":[77],"Bolsa":[80],"Madrid":[82],"y":[83,145],"plantea":[84],"modelos":[85],"adecuados":[86],"describir":[88],"comportamiento":[90],"esta":[92],"serie":[93],"dentro":[94],"densidades":[97,107,151],"Eiffel":[98],"propuestas":[99],"Perote":[101],"(1999).":[102],"Una":[103],"vez":[104],"mas,":[105],"estas":[106],"se":[108],"muestran":[109],"como":[110,130,154],"instrumentos":[111],"muy":[112],"precisos":[113],"captar":[115],"subyacente,":[118],"tanto":[119],"lo":[121],"respecta":[123],"amplitud":[126],"colas":[129],"gran":[132],"apuntamiento":[133],"media.":[136],"En":[137],"particular":[138],"utilizaremos":[139],"una":[140,146],"mixtura":[141],"entre":[142],"une":[143],"Edgeworth-Sargan":[144],"normal":[147],"compararemos":[149],"con":[150],"mas":[152],"habituales,":[153],"t":[156],"Student":[158]},"counts_by_year":[],"updated_date":"2025-10-10T17:16:08.811792","created_date":"2016-06-24T00:00:00"}
