TY  - JOUR 
TI  - Características estadísticas del índice general de la Bolsa de Valores de Colombia (IGBC) en sus primeros 10 años
PB  - Elsevier
PY  - 2014
issn 2218-0648
AB  - There are many studies published in the literature on stylized facts in financial time series. However, for
the Colombian case there is only one work that documents the stylized facts of the returns. Alonso and
Arcos (2006) documented the presence of four stylized facts in the exchange rate series and the principal
Colombian Stock Exchange Index (IGBC), using a daily sample for the period from January 21, 1999 to
April 31, 2005.
KW  - Normalidad agregada
KW  - Bolsa de Valores de Colombia (IGBC)
KW  - Economía
KW  - Economics
UR  - http://hdl.handle.net/10906/79120
ER  -