|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jying-Nan Wang,Yuan-Teng Hsu,Hung-Chun Liu
Pág. 651 - 656
Given the rapid growth of financial markets over the past 20 years, along with the explosive development of financial derivatives, an ever-growing need for accurate and efficient volatility forecasting has emerged. Such forecasts have numerous financial ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara
Pág. 251 - 277
|
|
|
|
|
|
|
|
|
|
|
Bollerslev, Tim; Wright, Jonathan H.
Pág. 596 - 602
|
|
|
|
|
|