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~isPartOf:"Brazilian review of econometrics : the review of the Brazilian Econometric Society"
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
ULB Institutional Repository
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Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
21
(
2001
)
2
,
pp. 355-383
Persistent link: https://www.econbiz.de/10001806164
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2
Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009627811
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3
Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Motta, Anderson C. O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
23
(
2003
)
2
,
pp. 183-226
Persistent link: https://www.econbiz.de/10002091175
Saved in:
4
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
5
Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010077046
Saved in:
6
Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
21
(
2001
)
2
,
pp. 355-383
Persistent link: https://www.econbiz.de/10009089423
Saved in:
7
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10009068988
Saved in:
8
Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Motta, Anderson C. O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
23
(
2003
)
2
,
pp. 183-226
Persistent link: https://www.econbiz.de/10009084430
Saved in:
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