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~accessRights:"free"
~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Conference Paper"
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Volatility
Brasilien
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13
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Caldeira, João F.
3
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Avelino, Ricardo R. G.
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Biage, Milton
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Borges, Bruna K.
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
Journal of risk and financial management : JRFM
197
International Journal of Energy Economics and Policy : IJEEP
157
International journal of economics and financial issues : IJEFI
103
Cogent economics & finance
100
Risks : open access journal
92
Financial innovation : FIN
71
International Journal of Financial Studies : open access journal
49
Economies : open access journal
38
Quantitative finance and economics
36
Econometrics : open access journal
35
CBN journal of applied statistics
27
Iranian economic review : journal of University of Tehran
23
Romanian journal of economic forecasting
21
The journal of futures markets
21
Borsa Istanbul Review
20
Quantitative finance
20
Quantitative economics : QE ; journal of the Econometric Society
19
Journal of Asian finance, economics and business : JAFEB
16
Journal of applied economics
16
Pakistan journal of commerce and social sciences
15
Revista Brasileira de Finanças : RBFin
14
Journal of applied finance & banking
13
Journal of business economics and management
13
Cogent business & management
12
Future Business Journal
12
International journal of economic perspectives : IJEP
12
Journal of central banking theory and practice
12
Economics and Business Letters : EBL
11
Journal of economics, finance & administrative science
10
Economics, management and financial markets
9
Energy strategy reviews
9
Intereconomics : review of European economic policy
9
International journal of finance & economics : IJFE
9
Computational economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of food and agricultural economics : IJFAEC
8
International review of economics & finance : IREF
8
Journal of economic and financial sciences : JEF
8
Journal of financial econometrics
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1
Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets
Biage, Milton
;
Nelcide, Pierre Joseph
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
1
,
pp. 145-207
Persistent link: https://www.econbiz.de/10012271374
Saved in:
2
Does the lending rate impact ETF's prices?
Genaro, Alan de
;
Avellaneda, Marco
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 287-319
Persistent link: https://www.econbiz.de/10012129515
Saved in:
3
Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with duration dependence
Mendes, Fernando Henrique de Paula e Silva
;
Moura, …
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 39-74
Persistent link: https://www.econbiz.de/10012129029
Saved in:
4
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
5
The forecast ability of option-implied densities from emerging markets currencies
Ornelas, José Renato Haas
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10011538981
Saved in:
6
The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
Saved in:
7
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
8
Selection of minimum variance portfolio using intraday data : an empirical comparison among different realized measures for BM&FBovespa data
Borges, Bruna K.
;
Caldeira, João F.
;
Ziegelmann, Flávio A.
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011538801
Saved in:
9
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
10
The relation between expected returns and volatility in the Brazilian stock market
Avelino, Ricardo R. G.
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10009705452
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