Economic gains of realized volatility in the Brazilian stock market
Alternative title: | Ganhos econômicos da volatilidade realizada no mercado Brasileiro de ações |
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Year of publication: |
September 2014
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Authors: | Garcia, Márcio Gomes Pinto ; Medeiros, Marcelo C. ; Santos, Francisco |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 12.2014, 3, p. 319-349
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Subject: | realized volatility | utility | forecasting | Volatilität | Volatility | Brasilien | Brazil | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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