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  • Search: subject:"Extended GARCH models"
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ARCH model 1 ARCH-Modell 1 Brasilien 1 Brazil 1 Brazilian foreign exchange market 1 Exchange rate 1 Extended GARCH models 1 Forecasting model 1 Implied volatility indices 1 Prognoseverfahren 1 US dollar 1 US-Dollar 1 Volatility 1 Volatility forecasts 1 Volatilität 1 Wechselkurs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Campani, Carlos Heitor 1 Durães, Assis Gustavo da Silva 1
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo 1
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ECONIS (ZBW) 1
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Forecasting USD-BRL currency rate volatility using realized and implied volatilities data
Campani, Carlos Heitor; Durães, Assis Gustavo da Silva - In: Estudos econômicos : publicação trimestral do … 48 (2018) 4, pp. 687-719
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