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Repository
73
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Author
Bentes, S.
(1)
Menezes, R.
(1)
Silva, Tânia Cristina Dinis Marques e
(1)
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Subject
Forecasting
(2)
Brent prices
(1)
Feasible GLS
(1)
Implied volatility
(1)
Long memory time series models
(1)
Modelos de mudança de regime
(1)
Modelos de séries temporais com memória longa
(1)
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(1)
Preço do Brent
(1)
Realized volatility
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2013
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Year:
2013
Subject:
Forecasting volatility
Repository:
73
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Title:
On the predictability of realized volatility using feasible GLS
Author:
Bentes, S.
/
Menezes, R.
Language:
Inglés
Repository:
73
Subject:
Feasible GLS
/
Forecasting
/
Implied volatility
/
Realized volatility
Acceder
Title:
Modelling and forecasting brent prices
Author:
Silva, Tânia Cristina Dinis Marques e
Language:
Portugués
Repository:
73
Subject:
Preço do Brent
/
Modelos de séries temporais com memória longa
/
Modelos de mudança de regime
/
Previsões
/
Brent prices
/
Long memory time series models
/
Regime-switching models
/
Forecasting
Acceder
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