Browsing Produção Intelectual em Bases Externas by Subject "Mercado financeiro - Previsão"

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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 ...