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Hudson Chaves Costa,Sabino da Silva Porto Junior,Gabrielito Menezes
Pág. 635 - 667
This article examines empirically the behavior of the correlation between the return of shares listed on the BMF& BOVESPA over the period from 2000 to 2015. To this end, we use multivariate GARCH models introduced by Bollerslev (1990) to remove the tempo...
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