Browsing FGV EESP - Escola de Economia de São Paulo by Author "Kajiya, Daniel Yuzo Shimada"

Now showing items 1-1 of 1

Volatilidade no mercado de ações ajuda a prever a atividade econômica? Uma comparação entre processos lineares e não lineares para Brasil e Estados Unidos

Kajiya, Daniel Yuzo Shimada
2021-11-16

The dissertation aims to explore the stock market volatility as a potential source of relevant information when modelling and forecasting the industrial production series for Brazil and the United States. Furthermore, the ...