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Subject: Volatility Language: Inglés Year: 2012

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Title: Procedure to evaluate multivariate statistical process control using ARIMA-ARCH models
Author: Souza, A. M. / Souza, F. M. / Menezes, R.
Language: Inglés
Repository: 73
Subject: ARIMA models / Autocorrelated process / GARCH models / Multivariate statistical process control / Residual control chart / Statistical process control / Volatility

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Title: Modeling volatility: an assessment of the value at risk approach
Author: Vieira, Joana Bruno
Language: Inglés
Repository: 73
Subject: Value at risk / Volatility / GARCH / Backtesting

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