Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA
Author:
Publisher
FapUNIFESP (SciELO)
Subject
General Economics, Econometrics and Finance
Link
http://www.scielo.br/pdf/ecoa/v14n1/a02v14n1.pdf
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Volatilidade Dos ndices De AAAes Mid-Large Cap E Small Cap: Uma Investigaaao A Partir De Modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigation from ARIMA/GARCH Models);SSRN Electronic Journal;2014
2. Bayesian analysis of employee suggestions in a food company;The International Journal of Advanced Manufacturing Technology;2013-11-12
3. Daily counting of manufactured units sent for quality control: a bayesian approach;Pesquisa Operacional;2013-07-16
4. Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009;SSRN Electronic Journal;2010
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