SciELO Analytics (Beta)
Brasil
Revista Brasileira de Economia (0034-7140)
O uso de dados de alta freqüência na estimação da volatilidade e do valor em risco para o IBOVESPA

Received Citations (3)

publishing year previous first author document title
2018 Estudos Econômicos (São Paulo) Campani, Carlos Heitor Forecasting USD-BRL Currency Rate Volatility using Realized and Implied Volatilities Data
2020 Revista de Economia e Sociologia Rural Carvalho, João Carlos de Price volatility transmissions between brazilian agricultural Commodities
2012 Gestão & Produção Gaio, Luiz Eduardo Value-at-Risk for Ibovespa: an analysis using long memory models
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