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~isPartOf:"Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo"
~subject:"ARCH model"
~type:"article"
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Forecasting USD-BRL currency rate volatility using realized and implied volatilities data
Campani, Carlos Heitor
;
Durães, Assis Gustavo da Silva
- In:
Estudos econômicos : publicação trimestral do …
48
(
2018
)
4
,
pp. 687-719
Persistent link: https://www.econbiz.de/10012056878
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