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language:"deu"
~language:"por"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Metas de inflação e volatilidade cambial : una análise da experiência internacional com PAINEL-GARCH
Rocha, Marcos
;
Curado, Marcelo
- In:
Revista de economia contemporânea : revista …
15
(
2011
)
2
,
pp. 342-361
Persistent link: https://www.econbiz.de/10009629272
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2
Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken : Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe
Pohl, Michael
- In:
Kredit und Kapital
44
(
2011
)
2
,
pp. 243-278
Persistent link: https://www.econbiz.de/10009234535
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3
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
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4
Modelagem e previsão de volatilidade determinística e estocástica para a série do Ibovespa
Morais, Igor A. C. de
;
Portugal, Marcelo Savino
- In:
Estudos econômicos : publicação trimestral do …
29
(
1999
)
3
,
pp. 303-341
Persistent link: https://www.econbiz.de/10001512636
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