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Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 21 (2001) 2, pp. 355-383
Persistent link: https://www.econbiz.de/10001806164
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Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10009627811
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Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti; Portugal, Marcelo Savino - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 109-147
Persistent link: https://www.econbiz.de/10003116247
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Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti; Portugal, Marcelo Savino - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 109-147
Persistent link: https://www.econbiz.de/10009081718
Cover Image
Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10010077046
Cover Image
Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 21 (2001) 2, pp. 355-383
Persistent link: https://www.econbiz.de/10009089423