Post on 23-Mar-2016
description
Coeficientes ARCH Beta CAPM Empresa Intercepto ARCH (1) Prob Valor Prob
R2
Casagrande 8.497 1.026 0.0019 1.314 0.00 0.89
Cerro Verde 4.993 0.986 0.0017 1.701 0.00 0.95
Graña y Montero 4.762 0.988 0.0000 0.836 0.00 0.90
Edegel 1.723 1.051 0.0000 0.354 0.00 0.14
Credicorp 11.961 0.981 0.0007 0.904 0.00 0.75