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Are implied volatilities more informative? : The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7/9, pp. 569-576
Persistent link: https://www.econbiz.de/10003491198
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Behaviour finance and estimation risk in stochastic portfolio optimization
Fernandes, José Luiz Barros; Peña Sánchez de Rivera, … - In: Applied financial economics 20 (2010) 7/9, pp. 719-738
Persistent link: https://www.econbiz.de/10009009311
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The random walk hypothesis and the behaviour of foreign capital portfolio flows : the Brazilian stock market case
Tabak, Benjamin Miranda - In: Applied financial economics 13 (2003) 5, pp. 369-378
Persistent link: https://www.econbiz.de/10001760617
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Behaviour finance and estimation risk in stochastic portfolio optimization
Fernandes, Jose Luiz Barros; Ignacio Pena, Juan; … - In: Applied financial economics 20 (2010) 9, pp. 719-739
Persistent link: https://www.econbiz.de/10008419184
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The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case
Miranda Tabak, Benjamin - In: Applied financial economics 13 (2003) 5, pp. 369-378
Persistent link: https://www.econbiz.de/10007656769
Cover Image
Are implied volatilities more informative? The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7-9, pp. 569-576
Persistent link: https://www.econbiz.de/10007751348
Cover Image
Are implied volatilities more informative? The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7, pp. 569-576
Persistent link: https://www.econbiz.de/10007732209