Influence of the Dow Jones industrial average index on the Ibovespa index
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Published:
2016-04-19
Keywords:
linear coefficient of Pearson, Simple linear regression, Methods OLS (Ordinary Least Squares), Dow Jones, Ibovespa
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Abstract
This paper aims to analyze the linear correlation coefficient of Pearson analyze volatility through the Simple Linear Regression and the OLS method, the two indices of financial markets: Dow Jones and Bovespa. It was concluded by the study, the Bovespa index is relatively influenced by the Dow Jones.
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Artículos de Investigación
Horizontes Empresariales se distribuye bajo licencia Creative Commons Atribución 4.0 Internacional (CC BY 4.0).