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Diferenças e semelhanças entre países da América Latina : uma análise de Markov switching para os ciclos econômicos de Brasil e Argentina
Correa, Arnildo da Silva
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contributor
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2003
Persistent link: https://www.econbiz.de/10002175357
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Ciclo comum na indústria regional
Carvalho, José Henrique Dias de
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contributor
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2005
Persistent link: https://www.econbiz.de/10003244446
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Ciclos internacionais de negócios : uma análise de mudança de regime markoviano para Brasil, Argentina e Estados Unidos
Correa, Arnildo da Silva
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contributor
); …
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2004
Persistent link: https://www.econbiz.de/10002437126
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Estratégias de investimento em portfólioscom estimativas de alta e baixa domercado financeiro
Pereira, Pedro L. Valls
;
Oliveira, André Barbosa
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
4
,
pp. 160-185
Persistent link: https://www.econbiz.de/10012804851
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5
Controlando o pânico
Morita, Rubens Hossamu
;
De-Losso, Rodrigo
;
Pires, …
- In:
Economia aplicada : EA
12
(
2008
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10003744832
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6
Teoria dos valores extremos adequa-se ao Ibovespa na crise de 2008?
Caritá, Fernando
;
Cardoso, Nilton
;
Rosal, João Mauricio
; …
-
2015
Persistent link: https://www.econbiz.de/10011344619
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7
Testes para avaliação das previsões do value-at-risk e expected shortfall
Lincovil, Jaime Enrique
;
Chiann, Chang
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10012221533
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Previsão de value-at-risk para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos
Marschner, Paulo Fernando
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
3
,
pp. 80-107
Persistent link: https://www.econbiz.de/10012306256
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Previsão de value-at-risk e expected shortfall para mercados emergentes usando modelos FIGARCH
Moraes, Alex Sandro Monteiro de
;
Pinto, Antônio Carlos …
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
3
,
pp. 394-437
Persistent link: https://www.econbiz.de/10011585622
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Aplicando a teoria do valor extremo ao cálculo de risco de índices setoriais da B3
Bressan, Rafael Felipe
;
Souza, Daniel Augusto
; …
- In:
Revista brasileira de economia de empresas
21
(
2021
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10013552584
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