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Subject: Volatility Repository: 73 Year: 2014

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Title: Measuring persistence in stock market volatility using the FIGARCH approach
Author: Bentes, S. R.
Language: Inglés
Repository: 73
Subject: Long memory / Volatility / Persistence / Modelos GARCH / IGARCH / FIGARCH

Acceder
Title: Modeling long memory in the EU stock market: evidence from the STOXX 50 returns
Author: Bentes, S. / Ferreira, N. B.
Language: Inglés
Repository: 73
Subject: Stock long-memory / Persistence / Volatility / Conditional variance / FIGARCH

Acceder
Title: Otimização de riscos financeiros em fundos de pensões
Author: Faria, Rui Elias de
Language: Portugués
Repository: 73
Subject: Política de investimentos / ETTJ / Rendibilidade e risco / Volatilidade / GARCH / Investment policy / Profitability and risk / Volatility

Acceder
Title: Multivariate Garch modelling for european banking and portuguese firms
Author: Teixeira, Joana Isabel Duarte Mouro Franco
Language: Inglés
Repository: 73
Subject: Market capitalization / Correlations / Return rates / Volatility / Capitalização bolsista / Correlações / Taxas de retorno / Volatilidade

Acceder
Title: Heterogeneous price dynamics in US regional electricity markets
Author: Dias, J. G. / Ramos, S.
Language: Inglés
Repository: 73
Subject: Deregulation / Electricity prices / Mean-reversion mechanism / Regime switching models / U.S. electricity markets / Volatility

Acceder

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