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Forecasting financial volatili...
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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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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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