Estimativas de longo prazo para volatilidade de séries temporais no mercado financeiro brasileiro
Alternative title: | Long run estimations for the volatility of time series in the Brazilian financial market |
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Year of publication: |
December 2013
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Authors: | Moraes, Alex Sandro Monteiro de ; Pinto, Antônio Carlos Figueiredo ; Klotzle, Marcelo Cabus |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 11.2013, 4, p. 455-479
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Subject: | integrated volatility | long-term volatility | GARCH models |
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