Risco de câmbio no mercado interbancário brasileiro: um estudo comparativo entre modelos de predição de volatilidade
=== Volatility is an important variable of the modern financial theory, present in financial decision-making and asset valuation processes, as well as in risk management methodologies. However, choosing the appropriate model for forecasting volatility adjusted for each application, asset and marke...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | Portuguese |
| Published: |
Universidade Federal de Minas Gerais
2004
|
| Online Access: | http://hdl.handle.net/1843/BUBD-99WJD3 |