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Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017
Persistent link: https://www.econbiz.de/10011944952
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Estimating the credibility of Brazilian monetary policy using forward measures and a state-space model
Val, Flávio de Freitas; Gaglianone, Wagner Piazza; … - 2017
Persistent link: https://www.econbiz.de/10011735916
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Volatility estimation for cryptocurrencies using Markov-switching GARCH models
Silva, Paulo Vitor Jordão da Gama; Klotzle, Marcelo Cabus - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012253524
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An easy way to extract actual statistical measures from derivatives pricing models
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Journal of financial education 35 (2009) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10003835209