Listagem Produção Intelectual em Bases Externas por Título "Modeling and forecasting of realized volatility: evidence from Brazil"

Itens para a visualização no momento 1-1 of 1

    • 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 ...