Mudança de regime e efeito ARCH em volatilidade : um estudo dos choques das cotações do petróleo
André Barbosa Oliveira, Pedro Luiz Valls Pereira
| Alternative title: | Switching regime and ARCH effect in volatility models : a study for the shock in petroleum prices |
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| Year of publication: |
April-June 2017
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| Authors: | Oliveira, André Barbosa ; Pereira, Pedro L. Valls |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 15.2017, 2, p. 197-225
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| Subject: | Volatility Models with Regime Switching | GARCH | Oil Prices |
freely available
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896829