出版社：Conferencia Academica Permanente de Investigacion Contable
摘要：the purpose of this paper is to apply a particular methodology to analyze the behavior of the bid-ask spread of a survey of companies. firstly, model the behavior of the spread of a survey of com- panies; secondly, the influence that may have the actors involved in trading securities in the capital market. In the methodology used for modeling time series is assumed that the conditional variance of stochastic processes is not constant. therefore, we used arch, Garch, eGarch and parch models. The analyze shows that exist a relationship between the size of the broker and the spread
