Evidências na projeção do Value-at-Risk em preços de camarão no Brasil via modelagem ARIMA com erros GARCH (Evidences in the Projection of Value-at- Risk in Prices of Shrimp in Brazil Using ARIMA Models with GARCH Erros)
Year of publication: |
2017
|
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Authors: | Felipe, Israel |
Other Persons: | Mól, Anderson (contributor) ; Almeida, Vinicio (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | Portuguese |
Notes: | In: Custos e gronegócio Online, Vol. 9, No. 3, July/September 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 10, 2013 erstellt |
Classification: | G0 - Financial Economics. General ; Q14 - Agricultural Finance ; C16 - Specific Distributions |
Source: | ECONIS - Online Catalogue of the ZBW |
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