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3   Artículos

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en línea
Duc Hong Vo, Anh The Vo and Zhaoyong Zhang    
Revista: Journal of Risk and Financial Management    Formato: Electrónico

 
en línea
Hudson Chaves Costa,João Henrique Gonçalves Mazzeu,Newton Carneiro Affonso da Costa Jr.     Pág. 225 - 268
The present paper evaluates by approach of Campbell et al. (2001) the evolution of the three volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that the idiosyncratic component of the volatility does not have the s... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Gaye Gencer,Erdem Kilic     Pág. 170 - 182
The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold returns and their volatilities. We use both aggregated and disaggregate... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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