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Subject: Previsão Subject: Forecasting Year: 2011 Document Type: Tesis

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Title: Aplicação de Modelos Markov-Switching a rendibilidades do mercado accionista português
Author: Pereira, Tiago David Cabrita
Language: Portugués
Repository: 73
Subject: Markov-Switching / Rendibilidades / Regimes / Previsão / Returns / Volatility / Forecasting

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Title: What best predicts realized and implied volatility: GARCH, GJR or FCGARCH?
Author: Salgado, José
Language: Inglés
Repository: 73
Subject: Forecasting / Realized volatility / Implied volatility / GARCH models / Multiple regimes / Previsão / Volatilidade realizada / Volatilidade implícita / Modelos GARCH / Múltiplos regimes

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