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~isPartOf:"Journal of financial markets"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Abbara, Omar"
~person:"Castro, Paula Baião Fisher de"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
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Volatility
4
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4
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2
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Abbara, Omar
Castro, Paula Baião Fisher de
Koopman, Siem Jan
Medeiros, Marcelo C.
Klotzle, Marcelo Cabus
3
Pinto, Antônio Carlos Figueiredo
3
Stivers, Christopher T.
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Aiube, Fernando Antônio Lucena
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Journal of financial markets
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
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ECONIS (ZBW)
4
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1
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
2
A note on stochastic
volatility
model estimation
Abbara, Omar
;
Zevallos, Mauricio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
4
,
pp. 22-32
Persistent link: https://www.econbiz.de/10012221531
Saved in:
3
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:
4
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:
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