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~isPartOf:"Econometric theory"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Bayer, Fábio Mariano"
~person:"Castro, Paula Baião Fisher de"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
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Volatility
3
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3
volatility
2
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Bayer, Fábio Mariano
Castro, Paula Baião Fisher de
Koopman, Siem Jan
Medeiros, Marcelo C.
Klotzle, Marcelo Cabus
3
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3
Taylor, Robert
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Econometric theory
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
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ECONIS (ZBW)
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1
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
2
Assessing day-to-day
volatility
: does the trading time matter?
Vicente, José Valentim Machado
;
Araújo, Gustavo Silva
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
Saved in:
3
Avaliações numéricas das inferências no modelo Beta-Skew-t-EGARCH
Müller, Fernanda Maria
;
Bayer, Fábio Mariano
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
1
,
pp. 40-73
Persistent link: https://www.econbiz.de/10011585493
Saved in:
4
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
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