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On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: International review of financial analysis 22 (2012), pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
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Foreign exchange volatility and trading volume of derivatives instruments : evidence from the Brazilian market
Brandi, Vinicius Ratton; Mendes, Beatriz Vaz de Melo; … - In: Latin American business review : journal of the … 8 (2007) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10003504375
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Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo; Accioly, Victor Bello - In: Journal of economics and finance 41 (2017) 4, pp. 631-658
Persistent link: https://www.econbiz.de/10011802188