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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu, (2013)
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim, (1992)
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus, (1998)
Estimating and forecasting the volatility of Brazilian finance series using ARCH models
Issler, João Victor, (1999)
Testing exports underinvoicing under a dual exchange rate regime : evidence for Brazilian exports
Issler, João Victor, (1992)
Renda permanente e poupança precaucional : evidências empíricas para o Brasil no passado recente
Reis, Eustáquio José, (1999)