Articles in this issue
4 articles
- Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH ModelsJoão Victor Issler
- Alternative Models to Extract Asset Volatility: A Comparative StudyPedro L. Valls Pereira, Luiz K. Hotta, Luiz Alvares R. de Souza, Nuno Miguel C. G. de Almeida
- Modelos GARCH Bayesianos: Métodos Aproximados e AplicaçõesHelio S. Migon, Josmar Mazucheli
- Robust Estimation for ARCH ModelsBeatriz Vaz de Melo Mendes, Antonio Marcos Duarte Júnior