Alternative models to extract asset volatility: a comparative study
Year of publication: |
1999
|
---|---|
Other Persons: | Pereira, Pedro L. Valls (contributor) |
Published in: |
Revista de econometria. - Rio de Janeiro, ISSN 0101-7012, ZDB-ID 902628-9. - Vol. 19.1999, 1, p. 57-109
|
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Brasilien | Brazil |
-
Pessanha, Gabriel Rodrigo Gomes, (2016)
-
Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio
Zhang, Zibin, (2008)
-
Testing nonlinearities between brazilian exchange rate and inflation volatilities
Albuquerque, Christiane R., (2006)
- More ...
-
Herwarth Kohn, Maximilian-Benedikt, (2017)
-
Arbitrage pricing theory (APT) e variáveis macroeconômicas
Schor, Adriana, (1998)
-
Testing for first order serial correlation in temporally aggregated regression models
Pereira, Pedro L. Valls, (2015)
- More ...