Estimating and forecasting the volatility of Brazilian finance series using ARCH models
Year of publication: |
1999
|
---|---|
Authors: | Issler, João Victor |
Published in: |
Revista de econometria. - Rio de Janeiro, ISSN 0101-7012, ZDB-ID 902628-9. - Vol. 19.1999, 1, p. 5-56
|
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Brasilien | Brazil |
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