Brazilian real futures trading and volatility in the Brazilian equity market
Year of publication: |
2004
|
---|---|
Authors: | Brown, Cynthia Jane ; Curci, Roberto |
Published in: |
Latin American financial markets : developments in financial innovations. - Amsterdam [u.a.] : Elsevier, ISBN 0-7623-1163-0. - 2004, p. 99-111
|
Subject: | Derivat | Derivative | Hedging | Aktienindex | Stock index | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Aktienmarkt | Stock market | Brasilien | Brazil |
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