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1 Ergebnisse
1
Previsão de preços de commodities com modelos ARIMA-GARCH e..:
Lima, Fabiano Guasti
;
Kimura, Herbert
;
Neto, Alexandre Assaf
.
Revista de Administração. 45 (2010) 2 - p. 188-202 , 2010
Link:
https://doi.org/10.1016/s0080-2107(16)30537-4
RT Journal T1
Previsão de preços de commodities com modelos ARIMA-GARCH e redes neurais com ondaletas: velhas tecnologias – novos resultados
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_s0080-2107(16)30537-4&Exemplar=1&LAN=DE A1 Lima, Fabiano Guasti A1 Kimura, Herbert A1 Neto, Alexandre Assaf A1 Perera, Luiz Carlos Jacob PB Elsevier BV YR 2010 SN 0080-2107 JF Revista de Administração VO 45 IS 2 SP 188 OP 202 LK http://dx.doi.org/https://doi.org/10.1016/s0080-2107(16)30537-4 DO https://doi.org/10.1016/s0080-2107(16)30537-4 SF ELIB - SuUB Bremen
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