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Souza, Francisca Mendonça
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Conditional heterocedasticity
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Subject:
Returns
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Persistence
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Portugués
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Tesis
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Title:
Efeitos de contágio das taxas de juro a longo prazo na rendibilidade dos índices bolsistas internacionais: um modelo com quebras estruturais, persistência e heterocedasticidade condicionada
Author:
Souza, Francisca Mendonça
Language:
Portugués
Repository:
73
Subject:
Taxa de juro
/
Rendibilidade
/
Índice bolsista
/
Crise financeira
/
Heterocedasticidade condicionada
/
Métodos econométricos
/
Interest rates
/
Returns
/
Stock markets
/
Structural breaks
/
Conditional heterocedasticity
/
Persistence
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