OPAC

A problem has been found

A problem has ocurred in the communication with the server.

Please, try again later. If the problem persists, contact the admin

Your search

Subject: Volatility Year: 2012

Sort by Score Title Year -

1-4 from 4 results (0.051 seconds)

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

Acceder
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

Acceder
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

Acceder
Title: A performance dos modelos alternativas da estimação do value-at-risk
Author: Mouralinho, Sara Alexandra Martins
Language: Portugués
Repository: 73
Subject: Value at risk / Volatilidade / GARCH / Teoria dos valores extremos / Volatility / Extreme value theory

Acceder

« Previous 1 Next »