Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach
Year of publication: |
2006
|
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Authors: | Carvalho, Marcelo R. C. ; Freire, Marco Aurélio ; Medeiros, Marcelo C. ; Souza, Leonardo R. |
Publisher: |
Rio de Janeiro : Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia |
Subject: | Aktienmarkt | Kapitaleinkommen | Volatilität | Brasilien |
Series: | Texto para discussão ; 530 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 520639316 [GVK] hdl:10419/176013 [Handle] RePEc:rio:texdis:530 [RePEc] |
Source: |
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