المؤلفون: Roche, Bruno B., Flôres Junior, Renato Galvão

المساهمون: Escolas::EPGE, FGV

المصدر: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV

مصطلحات موضوعية: Risco (Economia), Especulação, GARCH, Volatility hedging, Standardised returns, Markovian switching, Comulative daily volatility, Economia, Volatility modelling

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3fc93c26b09bc4f0067c4eaf9d6f1d8e