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Modelos de volatilidade estocástica em séries financeiras: ..:
Milton Barossi-Filho
;
Jorge Alberto Achcar
;
Roberto Molina de Souza
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502010000100002. , 2010
Link:
https://doi.org/10.1590/S1413-80502010000100002
RT Journal T1
Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:c2bd538eae4142a0b67d61ad95cbbf24&Exemplar=1&LAN=DE A1 Milton Barossi-Filho A1 Jorge Alberto Achcar A1 Roberto Molina de Souza PB Universidade de São Paulo YR 2010 K1 Modelo de volatilidade estocástica K1 Análise Bayesiana K1 Métodos MCMC K1 Séries temporais financeiras K1 IBOVESPA K1 Stochastic volatility models K1 Bayesian analysis K1 MCMC methods K1 financial time series K1 Economic history and conditions K1 HC10-1085 K1 Economics as a science K1 HB71-74 JF http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502010000100002 LK http://dx.doi.org/https://doi.org/10.1590/S1413-80502010000100002 DO https://doi.org/10.1590/S1413-80502010000100002 SF ELIB - SuUB Bremen
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