Listagem Produção Intelectual em Bases Externas por autor "Wink Junior, Marcos Vinício"

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Modeling and forecasting of realized volatility: evidence from Brazil

Wink Junior, Marcos Vinício; Pereira, Pedro L. Valls
2011-12-02

Using intraday data for the most actively traded stocks of BOVESPA, this work has considered tworecently developed models in the literature of the estimation and forecasting of realized volatility; TheHeterogeneous ...
Transaction costs: an empirical analysis of their relationship with investment and foreign direct investment

Wink Junior, Marcos Vinício; Sheng, Hsia Hua; Eid Júnior, William
2011-04-01

As stated by the New Institutional Economics theory, transaction costs play a relevant role in economics and, according to the extent of such costs, agents make investment decisions. Actually, transaction costs may represent ...