Modeling and forecasting realized volatility : evidence from Brazil

Marcos Vinício Wink Junior; Pedro L. Valls Pereira

Year of publication:	2011
Authors:	Wink Junior, Marcos Vinicio ; Pereira, Pedro L. Valls
Published in:	Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 31.2011, 2, p. 315-337
Subject:	Realized Volatility \| HAR \| MIDAS \| High Frequency Financial Data \| Volatilität \| Volatility \| Brasilien \| Brazil \| Kapitaleinkommen \| Capital income \| Finanzmarkt \| Financial market \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010402885

A service of the