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Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
Viera Neto, C.A., (2000)
Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
Schor, A., (2000)
Switching Regime in Volatility: the SWGARCH Models
Almeida, N., (1999)