A taxa ótima de hedge no mercado brasileiro do boi gordo: uma abordagem com BEKK, DCC e BEKK com dummies de safra e entressafra
Submitted by Roberta Lorenzon (roberta.lorenzon@fgv.br) on 2011-05-30T13:49:35Z No. of bitstreams: 1 63080100013.pdf: 448247 bytes, checksum: e1101f4c06c3e1f7e325cc1bca089896 (MD5) === Approved for entry into archive by Suzinei Teles Garcia Garcia(suzinei.garcia@fgv.br) on 2011-05-30T13:55:29Z (GM...
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| Language: | Portuguese |
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2011
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| Online Access: | http://hdl.handle.net/10438/8265 |