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Subject: Returns Document Type: Tesis Year: 2011

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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: The Halloween effect in european sectors
Author: Carrazedo, Tiago Miguel Teixeira
Language: Inglés
Repository: 73
Subject: Efeito Halloween / Eficiência de mercado / Anomalia / Retornos / Halloween effect / Market efficiency / Anomaly / Returns

Acceder
Title: How the major capital markets interact in the world: a VAR approach
Author: Costa, António Pedro Cardoso
Language: Inglés
Repository: 73
Subject: Modelos VAR / Causalidade à Granger / Mercado de capitais / Ações / VAR models / Granger causality / Capital market / Returns

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