USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
Author:
Affiliation:
1. Universidade de Araraquara, Brasil; Universidade de São Paulo, Brazil
2. Universidade de Araraquara, Brasil
Publisher
FapUNIFESP (SciELO)
Subject
Management Science and Operations Research
Link
http://www.scielo.br/pdf/pope/v37n1/1678-5142-pope-37-01-00173.pdf
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4. Generalized autoregressive conditional heteroscedasticity;BOLLERSLEV T;Journal of Econometrics,1986
5. Stationarity of GARCH processes and of some nonnegative time series;BOUGEROL P;Journal of Econometrics,1992
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