This paper estimates the conditional volatility of the main Brazilian stock market index (Ibovespa), using traditional models of the GARCH family and models of stochastic volatility (SV). Most model selection and performance criteria suggest that both aproaches capture well Ibovespa's...

The technological and institutional environment influences the way of doing research and the relationships between its participants. Intellectual property is a strategic issue to build the institutional framework of the new technological regime and therefore the dynamics of innovation in...

The technological and institutional environment influences the way of doing research and the relationships between its participants. Intellectual property is a strategic issue to build the institutional framework of the new technological regime and therefore the dynamics of innovation in...