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1 Ergebnisse
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Modelos de volatilidade estocástica em séries financeiras: ..:
Barossi-Filho, Milton
;
Achcar, Jorge Alberto
;
Souza, Roberto Molina de
https://www.revistas.usp.br/ecoa/article/view/1035/1047. , 2010
Link:
https://www.revistas.usp.br/ecoa/article/view/1035
RT Journal T1
Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA
UL https://suche.suub.uni-bremen.de/peid=base-ftunivsaopojs:oai:revistas.usp.br:article_1035&Exemplar=1&LAN=DE A1 Barossi-Filho, Milton A1 Achcar, Jorge Alberto A1 Souza, Roberto Molina de PB Universidade de São Paulo, FEA-RP/USP 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 JF https://www.revistas.usp.br/ecoa/article/view/1035/1047 LK http://dx.doi.org/https://www.revistas.usp.br/ecoa/article/view/1035 DO https://www.revistas.usp.br/ecoa/article/view/1035 SF ELIB - SuUB Bremen
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