Modeling and forecasting the volatility of Brazilian asset returns : a realized variance approach
Marcelo R. C. Carvalho; Marco Aurélio Freire; Marcelo C. Medeiros; Leonardo R. Souza
| Year of publication: |
Nov. 2006
|
|---|---|
| Authors: | Carvalho, Marcelo R. C. ; Freire, Marco Aurélio ; Medeiros, Marcelo C. ; Souza, Leonardo Rocha |
| Publisher: |
Rio de Janeiro : Dep. de Economía, PUC-RIO |
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Brasilien | Brazil |
| Extent: | Online-Ressource, 24 S., Text graph. Darst. |
|---|---|
| Series: | Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia. - Rio de Janeiro : [Verlag nicht ermittelbar], ZDB-ID 2451506-1. - Vol. 530 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/176013 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003390374