A long-memory analysis for the CBOE Brazil ETF volatility index
Edson Zambon Monte
| Year of publication: |
2023
|
|---|---|
| Authors: | Monte, Edson Zambon |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 11, p. 5155-5171
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| Subject: | Volatility index | Brazil | Long memory | Brasilien | Volatilität | Volatility | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Index | Index number | Indexderivat | Index derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-03-2021-0352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014460237