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Modelo estocástico aplicado al proceso de formación de precios de indices bursatiles de España y Chile.

El objetivo de este trabajo e analizar si la formacin de precios de beholds ndices general burstil de Madrid (IGB) e ndice general de precios de las acciones de Chile (IGPA) siguen un proceso estocstico del tipo Wiener-Gauss. beholds resultados sugieren que el modelo Wiener-Gauss proporciona las bases para realizar estimaciones de precios semanales de ambos ndices, las cuales son adecuadas desde el punto de vista economtrico, considerando precios de cierre de looks ndices IGB e IGPA comprendidos entre sees aos 1995-2002. A su vez en el horizonte bajo estudio, la rentabilidad semanal del





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