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A long-memory analysis for the CBOE Brazil ETF volatility index
Monte, Edson Zambon
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
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Reviewing monetary policy inertia and its effects : the fractional integration approach for an emerging economy
Moreira, Ricardo Ramalhete
;
Monte, Edson Zambon
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 34-41
Persistent link: https://www.econbiz.de/10012431139
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M-quantile estimation for GARCH models
Patrocinio, Patrick F.
;
Reisen, Valdério Anselmo
; …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2175-2192
Persistent link: https://www.econbiz.de/10014636726
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