Browsing Artículos de Revistas by Author "Lavín, Jaime F."

Now showing items 1-2 of 2

A network-based approach to study returns synchronization of stocks: The case of global equity markets

Lavín, Jaime F.; Valle, Mauricio A.; Magner, Nicolás S. (Hindawi, 2021-11-09)

The synchronization in financial markets has increased during the rise of global markets. Nevertheless, global shocks provoke high levels of returns synchronization that jeopardize market stability. Using correlation-based ...
Equity market description under high and low volatility regimes using maximum entropy pairwise distribution

Valle, Mauricio A.; Lavín, Jaime F.; Magner, Nicolás S. (MDPI, 2021-10-21)

The financial market is a complex system in which the assets influence each other, causing, among other factors, price interactions and co-movement of returns. Using the Maximum Entropy Principle approach, we analyze the ...