Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
Made available in DSpace on 2016-06-02T20:06:07Z (GMT). No. of bitstreams: 1 5123.pdf: 958057 bytes, checksum: 23f5ad95404afd58fe48eeb517ef5b41 (MD5) Previous issue date: 2013-04-01 === Financiadora de Estudos e Projetos === The volatility of financial assets changes over time, indicating the spec...
Main Author: | Gasparini, Daniela Caetano de Souza |
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Other Authors: | Milan, Luis Aparecido |
Format: | Others |
Language: | Portuguese |
Published: |
Universidade Federal de São Carlos
2016
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Subjects: | |
Online Access: | https://repositorio.ufscar.br/handle/ufscar/4567 |
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