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73 (2)

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Andrada, João Luís Gomes Ferreira Campos (1)
Maganlal, Michal Hasmuklal (1)

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Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais (2)
Volatilidade (2)
Volatility (2)
ARMA-GARCH (1)
Exchange rates (1)
G Financial economics (1)
G10 (1)
G13 (1)
G17 (1)
Implied Volatility (1)

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Portugués (2)

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Subject: Volatility Repository: 73 Document Type: Tesis Language: Portugués Year: 2019

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Title: Taxas de câmbio: modelação ARMA-GARCH
Author: Maganlal, Michal Hasmuklal
Language: Portugués
Repository: 73
Subject: Volatilidade / Taxas de câmbio / ARMA-GARCH / Taxas de rendibilidade / Volatility / Exchange rates / Returns / Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais

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Title: Modelização paramétrica da superfície de volatilidade implícita
Author: Andrada, João Luís Gomes Ferreira Campos
Language: Portugués
Repository: 73
Subject: Modelo de Black-Scholes / Modelos paramétricos / Volatilidade / Options / Volatility / Volatility surface / Implied Volatility / Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais / G10 / G13 / G17 / G Financial economics

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