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Volatility
Brazil
49
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45
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18
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13
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Portugal, Marcelo Savino
5
Albuquerque, Christiane R.
2
Morais, Igor A. C. de
2
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1
Laurini, Márcio Poletti
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
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ECONIS (ZBW)
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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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2
Uma investigação sobre os co-movimentos na volatilidade dos par bonds latino-americanos
Morais, Igor A. C. de
;
Portugal, Marcelo Savino
- In:
Revista brasileira de economia : RBE ; revista da …
55
(
2001
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001592214
Saved in:
3
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
- In:
Brazilian review of econometrics : BRE ; the review of …
30
(
2010
)
1
,
pp. 123-161
Persistent link: https://www.econbiz.de/10009704732
Saved in:
4
Testing nonlinearities between brazilian exchange rate and inflation volatilities
Albuquerque, Christiane R.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003323900
Saved in:
5
Testing nonlinearities between Brazilian exchange rate and inflation volatilities
Albuquerque, Christiane R.
;
Portugal, Marcelo Savino
- In:
Revista brasileira de economia : RBE ; revista da …
60
(
2006
)
4
,
pp. 325-351
Persistent link: https://www.econbiz.de/10003423426
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