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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu, (2013)
ARCH : selected readings
Engle, Robert F., (1995)
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel, (2008)
Testing exports underinvoicing under a dual exchange rate regime : evidence for Brazilian exports
Issler, João Victor, (1992)
Estimating and forecasting the volatility of Brazilian finance series using ARCH models
Issler, João Victor, (1999)
The forward-and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da, (2012)