Palabras clave: Tendencias de Google Similitud empírica Niveles de agregación Volatilidad Tipo de cambio Además, de que de acuerdo con nuestro saber existe escasa literatura que utilice las tendencias de Google para explicar variables económicas relevantes. Se concluye que el tomar en consideración la variable de tendencia de Google no es suficiente para explicar el comportamiento volátil semanal del tipo de cambio y que es necesario incorporar más niveles de agregación. Por ejemplo, un inversor que desea conocer el valor que tomará una variable en el futuro tomará en consideración información relevante, conocida y disponible, y la ponderará para calcular su pronóstico.
VALOR DEL DOLAR HOY MEXICO SERIES
Algunos de estos modelos utilizan series de tiempo, mientras que otros utilizan la función de similitud, que captura la forma cognitiva del razonamiento humano. Se realizó un comparativo de modelos que en la literatura ya han incorporado las tendencias de Google como variable explicativa. Keywords: Google trends Empirical similarity Aggregation levels Volatility, Exchange rateĮn este trabajo se muestra la ventaja de usar tendencias del motor de búsqueda de Google para pronosticar la volatilidad de corto plazo (semanal) del tipo de cambio peso mexicano - dólar estadounidense.
Moreover, to the best of our knowledge, literature on the subject of using Google Trends to explain relevant economic variables is relatively scarce. We conclude that taking into account the Google Trends variable helps explains partially the behaviour of volatility and it is necessary to incorporate more aggregation levels. For example, an investor who needs to know the value that a variable will take in the future will take into account relevant, known, and available information, and weigh it to calculate the forecast.
Some of the models are based on time series, whereas others are based on the similarity function, which captures the cognitive form of human reasoning. We perform a comparison of models in the literature that have used Google Trends to examine explanatory variables. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.įusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.We show the advantage of using Google search engine trends to forecast the volatility of the short-term (weekly) exchange rate between the Mexican peso and United States dollar. It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes.
VALOR DEL DOLAR HOY MEXICO PROFESSIONAL
Trading on margin increases the financial risks.īefore deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.įusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events.
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors.
0 kommentar(er)
