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Revista Brasileira de Finanças : RBFin
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Estimativas de longo prazo para volatilidade de séries temporais no mercado financeiro brasileiro
Moraes, Alex Sandro Monteiro de
;
Pinto, Antônio Carlos …
- In:
Revista Brasileira de Finanças : RBFin
11
(
2013
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10011585126
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Testando o poder preditivo do VIX : uma aplicação do modelo de erro multiplicativo
Azevedo, Luis Fernando Pereira
;
Pereira, Pedro L. Valls
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
4
,
pp. 571-630
Persistent link: https://www.econbiz.de/10011585649
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A GARCH-VaR investigation on the Brazilian sectoral stock indices
Silva, Wilton Bernardino da
;
Brito, Leonardo
;
Ospina, …
- In:
Revista Brasileira de Finanças : RBFin
16
(
2018
)
4
,
pp. 573-610
Persistent link: https://www.econbiz.de/10012125475
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