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Repository
73
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Author
Almeida, João Carlos Francisco de
(1)
Krecmer, Vladimir
(1)
Nunes, Bárbara da Silva Rosa
(1)
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Subject
C Mathematical and quantitative methods
(3)
C32
(3)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
(2)
Análise de mercado
(1)
Backtesting
(1)
Bitcoin
(1)
Cointegration
(1)
Cointegração
(1)
Cooperação económica
(1)
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
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2018
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2019
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Tesis
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Subject:
C32
Document Type:
Tesis
Repository:
73
Year:
2018
Language:
Inglés
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3
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Title:
The relationship between the general government debt and the gross domestic product: a case for Portugal
Author:
Almeida, João Carlos Francisco de
Language:
Inglés
Repository:
73
Subject:
Gross domestic product
/
Public debt
/
Portugal
/
VAR
/
Dívida pública
/
PIB Produto Interno Bruto
/
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
/
C32
/
H63
/
O40
/
C Mathematical and quantitative methods
/
H Public economics
/
O Economic development, innovation, technological change, and growth
Acceder
Title:
Implied volatility: can we improve VAR models?
Author:
Krecmer, Vladimir
Language:
Inglés
Repository:
73
Subject:
Implied volatility
/
Stocks
/
Value-at-risk
/
Backtesting
/
Análise de mercado
/
Cooperação económica
/
Metodologia VAR -- Vectores autoregressivos
/
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
/
C32
/
G17
/
C Mathematical and quantitative methods
/
G Financial economics
Acceder
Title:
Virtual currency: a cointegration analysis between bitcoin prices and economic and financial data
Author:
Nunes, Bárbara da Silva Rosa
Language:
Inglés
Repository:
73
Subject:
Bitcoin
/
Nonstationarity
/
Cointegration
/
Vector error correction model
/
Finanças
/
Moeda
/
Cointegração
/
Indicadores económicos
/
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
/
C32
/
E47
/
C Mathematical and quantitative methods
/
E Macroeconomics and monetary economics
Acceder
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