Cointegração e previsibilidade de abordagens VECM para o Ibovespa
Year of publication: |
2020
|
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Authors: | Pereira, Marcos Vinicius Lopes ; Araújo, Leonardo Carneiro de ; Iquiapaza, Robert Aldo |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 18.2020, 2, p. 82-121
|
Subject: | Cointegration | VECM | Granger causality | IBOVESPA |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.12660/rbfin.v18n2.2020.79162 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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