Modelos de volatilidade estocástica com deformação temporal : um estudo empírico para o índice Ibovespa
Flávio A. Ziegelmann ; Pedro L. Valls Pereira
| Year of publication: |
1997
|
|---|---|
| Authors: | Ziegelmann, Flávio A. |
| Other Persons: | Pereira, Pedro L. Valls (contributor) |
| Published in: |
Pesquisa e planejamento econômico : PPE. - Rio de Janeiro : Inst., ISSN 0100-0551, ZDB-ID 193265-2. - Vol. 27.1997, 2, p. 353-375
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Brasilien | Brazil |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001240326