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University: Pontifical Catholic University of Rio de Janeiro

You searched for subject:(Volatility). Showing records 1 – 30 of 31 total matches.

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Pontifical Catholic University of Rio de Janeiro

1. DIEGO AGUIAR FONSECA. [en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O presente trabalho busca explorar a previsibilidade na dinâmica temporal em modelos lineares de superfícies de volatilidade implícita estimados para opções de compra de… (more)

Subjects/Keywords: [pt] VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY; [pt] OPCOES DE ACOES; [en] STOCK OPTIONS; [pt] SORRISO DE VOLATILIDADE; [en] VOLATILITY SMILE; [pt] SUPERFICIE DE VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY SURFACE

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FONSECA, D. A. (2018). [en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34665

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FONSECA, DIEGO AGUIAR. “[en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34665.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FONSECA, DIEGO AGUIAR. “[en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES.” 2018. Web. 16 Oct 2019.

Vancouver:

FONSECA DA. [en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34665.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FONSECA DA. [en] PREDICABILITY DINAMICS IN BRAZILIAN CALL OPTIONS IMPLIED VOLATILITY SURFACES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34665

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

2. THIAGO CARDOSO TEIXEIRA. [en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] Algumas literaturas sugerem que a volatilidade implícita das opções de compra de ações não deve ser utilizada como estimador para a volatilidade futura. Contudo,… (more)

Subjects/Keywords: [pt] COMPRA; [en] PURCHASES; [pt] VOLATILIDADE REALIZADA; [en] REALIZED VOLATILITY; [pt] VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY

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APA (6th Edition):

TEIXEIRA, T. C. (2012). [en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19082

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

TEIXEIRA, THIAGO CARDOSO. “[en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19082.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

TEIXEIRA, THIAGO CARDOSO. “[en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET.” 2012. Web. 16 Oct 2019.

Vancouver:

TEIXEIRA TC. [en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19082.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

TEIXEIRA TC. [en] COMPARING BLACK-SCHOLES AND CORRADO-SU: A STUDY ON IMPLIED VOLATILITY APPLIED TO THE BRAZILIAN CALL OPTION MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19082

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

3. VINICIUS MOTHE MAIA. [en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] A expansão do mercado de derivativos no mundo e principalmente no Brasil tem impulsionado seus usuários a aprimorar e desenvolver ferramentas de apreçamento mais… (more)

Subjects/Keywords: [pt] APRECAMENTO DE OPCOES; [en] OPTION PRICING; [pt] VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY; [pt] SORRISO DA VOLATILIDADE; [en] VOLATILITY SMILE

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APA (6th Edition):

MAIA, V. M. (2013). [en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21284

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MAIA, VINICIUS MOTHE. “[en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21284.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MAIA, VINICIUS MOTHE. “[en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL.” 2013. Web. 16 Oct 2019.

Vancouver:

MAIA VM. [en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21284.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MAIA VM. [en] SMOOTHING THE VOLATILITY SMILE THROUGH THE CORRADO-SU MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21284

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

4. FRANCIANE LOVATI DALCOL. [en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] Medida da magnitude de flutuação dos preços, a volatilidade é uma métrica importante para definir as estratégias de negociação e de controle de risco… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] PROCESSO ESTOCASTICO; [en] STOCHASTIC PROCESS; [pt] ECONOFISICA; [en] ECONOPHYSICS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

DALCOL, F. L. (2013). [en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

DALCOL, FRANCIANE LOVATI. “[en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

DALCOL, FRANCIANE LOVATI. “[en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET.” 2013. Web. 16 Oct 2019.

Vancouver:

DALCOL FL. [en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

DALCOL FL. [en] ASYMMETRIC FLUX OF INFORMATION IN THE BRAZILIAN MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

5. HENRIQUE BAUER. [en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] O presente estudo tem como objetivo mostrar a existência de cones de assimetria e curtose no mercado brasileiro de opções. Além disso, os coeficientes… (more)

Subjects/Keywords: [pt] VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY; [pt] CONES DE VOLATILIDADE; [pt] CONES DE ASSIMETRIA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

BAUER, H. (2012). [en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19876

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BAUER, HENRIQUE. “[en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19876.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BAUER, HENRIQUE. “[en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS.” 2012. Web. 16 Oct 2019.

Vancouver:

BAUER H. [en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19876.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BAUER H. [en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19876

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

6. BERNARDO HALLAK AMARAL. [en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] Realizar a previsão de volatilidade futura é algo que intriga muitos estudiosos, pesquisadores e pessoas do mercado financeiro. O modelo e a metodologia utilizados… (more)

Subjects/Keywords: [pt] MODELO; [en] MODEL; [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] PREVISAO; [en] FORECASTING

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APA (6th Edition):

AMARAL, B. H. (2012). [en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

AMARAL, BERNARDO HALLAK. “[en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

AMARAL, BERNARDO HALLAK. “[en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS.” 2012. Web. 16 Oct 2019.

Vancouver:

AMARAL BH. [en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

AMARAL BH. [en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

7. RICARDO VELA DE BRITTO PEREIRA. [en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] A volatilidade é um parâmetro importante de modelagem do mercado financeiro. Ela controla a medida de risco associado à dinâmica estocástica de preço do… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] PROCESSO ESTOCASTICO; [en] STOCHASTIC PROCESS; [pt] ECONOFISICA; [en] ECONOPHYSICS; [pt] MERCADO FINANCEIRO; [en] FINANCIAL MARKET

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APA (6th Edition):

PEREIRA, R. V. D. B. (2011). [en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16816

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

PEREIRA, RICARDO VELA DE BRITTO. “[en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16816.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

PEREIRA, RICARDO VELA DE BRITTO. “[en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS.” 2011. Web. 16 Oct 2019.

Vancouver:

PEREIRA RVDB. [en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16816.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

PEREIRA RVDB. [en] VOLATILITY: A HIDDEN STOCHASTIC PROCESS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16816

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

8. LEONARDO FONTES BACHA. [en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O objetivo deste trabalho é realizar uma análise prática sobre as diversas estratégias no mercado financeiro com operações estruturadas de opções. Para tal, o… (more)

Subjects/Keywords: [pt] DERIVATIVOS; [en] DERIVATIVES; [pt] OPCOES; [en] OPTIONS; [pt] OPERACOES ESTRUTURADAS; [en] STRUCTURED OPERATIONS; [pt] VENDA DE VOLATILIDADE; [en] SELLING VOLATILITY

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

BACHA, L. F. (2018). [en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33120

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BACHA, LEONARDO FONTES. “[en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33120.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BACHA, LEONARDO FONTES. “[en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY.” 2018. Web. 16 Oct 2019.

Vancouver:

BACHA LF. [en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33120.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BACHA LF. [en] A PRACTICAL ANALYSIS ON THE BRAZILIAN MARKET OF OPTIONS USING STRUCTURED OPERATIONS WITH SELLING VOLATILITY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33120

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

9. PEDRO CARVALHO LOUREIRO DE SOUZA. [en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930.

Degree: 2010, Pontifical Catholic University of Rio de Janeiro

[pt] O presente estudo documenta a relação entre a volatilidade do risco soberano e adesão ao padrão-ouro no período clássico, entre 1870 e 1914. A… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] RISCO SOBERANO; [en] SOVEREIGN RISK; [pt] PADRAO-OURO; [pt] MODELO DE MULTIPLOS REGIMES

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APA (6th Edition):

SOUZA, P. C. L. D. (2010). [en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15045

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SOUZA, PEDRO CARVALHO LOUREIRO DE. “[en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930.” 2010. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15045.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SOUZA, PEDRO CARVALHO LOUREIRO DE. “[en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930.” 2010. Web. 16 Oct 2019.

Vancouver:

SOUZA PCLD. [en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15045.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SOUZA PCLD. [en] SOVEREIGN RISK, VOLATILITY AND THE GOLD STANDARD: 1870-1930. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15045

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

10. PAULO ROBERTO LIMA DIAS FILHO. [en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação visa analisar como o modelo de apreçamento de opções, utilizando o conceito de árvore trinomial implícita, pode ser aplicado no mercado acionário… (more)

Subjects/Keywords: [pt] APRECAMENTO DE OPCOES; [en] OPTION PRICING; [pt] ARVORE TRINOMIAL; [en] TRINOMIAL TREE; [pt] VOLATILIDADE IMPLICITA; [en] IMPLIED VOLATILITY

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FILHO, P. R. L. D. (2012). [en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FILHO, PAULO ROBERTO LIMA DIAS. “[en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FILHO, PAULO ROBERTO LIMA DIAS. “[en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET.” 2012. Web. 16 Oct 2019.

Vancouver:

FILHO PRLD. [en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FILHO PRLD. [en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

11. RODRIGO ALMEIDA DA FONSECA. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Esta Dissertação apresenta um modelo para extrair fatores capazes de prever a volatilidade do índice de ações IBOVESPA, representativo do mercado de ações brasileiro.… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MODELO GARCH; [en] GARCH MODEL; [pt] MODELO DE PRECIFICACAO POR FATORES; [en] FACTOR ASSET PRICING MODELS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FONSECA, R. A. D. (2018). [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FONSECA, RODRIGO ALMEIDA DA. “[en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FONSECA, RODRIGO ALMEIDA DA. “[en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS.” 2018. Web. 16 Oct 2019.

Vancouver:

FONSECA RAD. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FONSECA RAD. [en] VOLATILITY FORECAST MODEL FOR MARKET INDEX USING FACTORS EXTRACTED FROM CREDIT RISK, INTEREST RATES, EXCHANGE RATES AND COMMODITIES PANELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

12. EDUARDO LIMA CAMPOS. [en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES.

Degree: 2006, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho apresenta um modelo de volatilidade estocástica com especificação multiplicativa, chamado modelo de escala local. O modelo trabalha com a precisão (recíproca da… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MODELOS ESTRUTURAIS; [en] STRUCTURAL TIME SERIES MODELS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CAMPOS, E. L. (2006). [en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CAMPOS, EDUARDO LIMA. “[en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES.” 2006. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CAMPOS, EDUARDO LIMA. “[en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES.” 2006. Web. 16 Oct 2019.

Vancouver:

CAMPOS EL. [en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7771.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CAMPOS EL. [en] LOCAL SCALE MODEL: AN MULTIPLICATIVE ALTERNATIVE SPECIFICATION TO VOLATILITY ESTIMATION AND FORECASTING FOR FINANCIAL RETIVEN SERIES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=7771

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

13. BRUNA PRETTI CASOTTI. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] Historicamente, observa-se que as volatilidades de variáveis financeiras são drasticamente afetadas em períodos de crises econômicas. Em particular, essa observação é válida para a… (more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] VOLATILIDADE ESTOCASTICA; [en] STOCHASTIC VOLATILITY; [pt] TAXA DE CAMBIO; [en] EXCHANGE RATE; [pt] REAL; [en] THE REAL; [pt] DOLAR; [en] DOLLAR

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APA (6th Edition):

CASOTTI, B. P. (2011). [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CASOTTI, BRUNA PRETTI. “[en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CASOTTI, BRUNA PRETTI. “[en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.” 2011. Web. 16 Oct 2019.

Vancouver:

CASOTTI BP. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CASOTTI BP. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

14. VINICIUS MOTHE MAIA. [en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] A presente tese é composta por três pesquisas. A primeira pesquisa buscou averiguar o relacionamento entre o FXvol e os retornos futuros da taxa… (more)

Subjects/Keywords: [pt] MERCADO CAMBIAL BRASILEIRO; [en] BRAZILIAN FOREING EXCHAGE MARKET; [pt] INDICE DE VOLATILIDADE; [en] VOLATILITY INDEX; [pt] FXVOL; [en] FXVOL; [pt] MRS-GARCH; [en] MRS-GARCH; [pt] EFEITO MANADA; [en] HERD EFFECT

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MAIA, V. M. (2018). [en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34219

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MAIA, VINICIUS MOTHE. “[en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34219.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MAIA, VINICIUS MOTHE. “[en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT.” 2018. Web. 16 Oct 2019.

Vancouver:

MAIA VM. [en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34219.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MAIA VM. [en] ESSAY ON CURRENCY VOLATILITY: ANTECEDENT INDICATOR, FORECASTING AND HERD EFFECT. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34219

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

15. CLAUDIO MARCIO PEREIRA DA CUNHA. [en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese é composta por três estudos que têm em comum um papel destacado para choques de demanda na avaliação do risco de ações.… (more)

Subjects/Keywords: [pt] RISCO; [en] RISK; [pt] MERCADO DE ACOES; [en] ACTIONS MARKET; [pt] EFEITO DISPOSICAO; [en] DISPOSITION EFFECT; [pt] VOLATILIDADE ASSIMETRICA; [en] ASYMMETRIC VOLATILITY; [pt] ASSIMETRIA; [en] SKEWNESS; [pt] VOLUME DE TRANSACAO; [en] TRANSACTION VOLUME

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CUNHA, C. M. P. D. (2018). [en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CUNHA, CLAUDIO MARCIO PEREIRA DA. “[en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CUNHA, CLAUDIO MARCIO PEREIRA DA. “[en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS.” 2018. Web. 16 Oct 2019.

Vancouver:

CUNHA CMPD. [en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CUNHA CMPD. [en] DEMAND SHOCKS AND RISK DETERMINANTS FOR STOCKS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

16. DIEGO CASTELO BRANCO VALENTE. [en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY.

Degree: 2004, Pontifical Catholic University of Rio de Janeiro

[pt] A volatilidade de uma série temporal financeira é um parâmetro importante de modelagem do mercado financeiro. Ela controla a medida de risco associado à… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] PROCESSOS ESTOCASTICOS; [en] STOCHASTIC PROCESSES; [pt] ECONOFISICA; [en] ECONOPHYSICS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

VALENTE, D. C. B. (2004). [en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5850

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VALENTE, DIEGO CASTELO BRANCO. “[en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY.” 2004. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5850.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VALENTE, DIEGO CASTELO BRANCO. “[en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY.” 2004. Web. 16 Oct 2019.

Vancouver:

VALENTE DCB. [en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5850.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VALENTE DCB. [en] STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5850

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

17. RODRIGO E ALVIM ALEXANDRE. [en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET.

Degree: 2019, Pontifical Catholic University of Rio de Janeiro

[pt] Na tentativa de melhor capturar fatos estilizados do comportamento dos preços de opções financeiras, em especial para tratar a questão do sorriso da volatilidade,… (more)

Subjects/Keywords: [pt] VOLATILIDADE ESTOCASTICA; [en] STOCHASTIC VOLATILITY; [pt] BRASIL; [en] BRAZIL; [pt] OPCOES DE ACOES; [en] STOCK OPTIONS; [pt] HESTON; [en] HESTON; [pt] BATES; [en] BATES; [pt] DOUBLE HESTON; [en] DOUBLE HESTON; [pt] B3S; [en] B3S

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ALEXANDRE, R. E. A. (2019). [en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ALEXANDRE, RODRIGO E ALVIM. “[en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET.” 2019. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ALEXANDRE, RODRIGO E ALVIM. “[en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET.” 2019. Web. 16 Oct 2019.

Vancouver:

ALEXANDRE REA. [en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ALEXANDRE REA. [en] STOCHASTIC VOLATILITY MODELS FOR STOCK OPTION PRICING IN BRAZILIAN MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

18. FLÁVIO DE FREITAS VAL. [en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS.

Degree: 2016, Pontifical Catholic University of Rio de Janeiro

 [pt] A presente tese trata da estimação do risco e da precificação de ativos financeiros, de medidas que buscam estimar como os agentes de mercado… (more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] GARCH; [en] GARCH; [pt] POLITICA MONETARIA; [en] MONETARY POLICY; [pt] CREDIBILIDADE; [en] CREDIBILITY; [pt] VOLATILIDADE REALIZADA; [en] REALIZED VOLATILITY; [pt] ESTUDO DE EVENTOS; [en] EVENT STUDY; [pt] ALTA FREQUENCIA; [pt] HAR; [pt] SURPRESA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

VAL, F. D. F. (2016). [en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27422

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VAL, FLÁVIO DE FREITAS. “[en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS.” 2016. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27422.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VAL, FLÁVIO DE FREITAS. “[en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS.” 2016. Web. 16 Oct 2019.

Vancouver:

VAL FDF. [en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27422.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VAL FDF. [en] ESSAYS ON EMPIRICAL ASSET PRICING, MONETARY POLICY AND THEIR INTER-RELATIONS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27422

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

19. ALESSANDRA PASQUALINA VIOLA. [en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH.

Degree: 2016, Pontifical Catholic University of Rio de Janeiro

[pt] O mercado cambial doméstico, bem como o de outros países são objeto de estudo de vários e diversificados trabalhos. Neste estudo, utiliza-se a regressão… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] GARCH; [en] GARCH; [pt] MERCADO DE ACOES; [en] ACTIONS MARKET; [pt] ENDOGENEIDADE; [en] ENDOGENEITY; [pt] MERCADO DE CAMBIO; [en] MARKET EXCHANGE; [pt] INTERVENCAO GOVERNAMENTAL; [en] FOREIGN EXCHANGE INTERVENTION; [pt] REGRESSAO QUANTILICA; [en] QUANTILE REGRESSION; [pt] CAVIAR; [en] CAVIAR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

VIOLA, A. P. (2016). [en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VIOLA, ALESSANDRA PASQUALINA. “[en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH.” 2016. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VIOLA, ALESSANDRA PASQUALINA. “[en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH.” 2016. Web. 16 Oct 2019.

Vancouver:

VIOLA AP. [en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VIOLA AP. [en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

20. BERNARDO DE MENDONCA G FERREIRA. [en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT.

Degree: 2006, Pontifical Catholic University of Rio de Janeiro

[pt] O objeto desta dissertação é desenvolver um modelo baseado em técnicas de simulação e árvore binomial para valorar uma opção de compra européia sobre… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] ESTRUTURA A TERMO; [en] TERM STRUCTURE; [pt] DERIVATIVOS; [en] DERIVATIVES

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FERREIRA, B. D. M. G. (2006). [en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FERREIRA, BERNARDO DE MENDONCA G. “[en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT.” 2006. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FERREIRA, BERNARDO DE MENDONCA G. “[en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT.” 2006. Web. 16 Oct 2019.

Vancouver:

FERREIRA BDMG. [en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FERREIRA BDMG. [en] VALUATION OF AN OPTION OVER A FUTURE CONTRACT. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2006. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

21. MARCELO ALENCAR GERBASSI RAMOS. [en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY.

Degree: 2004, Pontifical Catholic University of Rio de Janeiro

[pt] A diversificação, um dos fundamentos da Teoria Moderna de Carteiras e baseada na correlação entre ativos, se tornou importante ferramenta em modelos de alocação… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MERCADO DE ACOES; [en] ACTIONS MARKET; [pt] CORRELACAO; [en] CORRELATION

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

RAMOS, M. A. G. (2004). [en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

RAMOS, MARCELO ALENCAR GERBASSI. “[en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY.” 2004. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

RAMOS, MARCELO ALENCAR GERBASSI. “[en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY.” 2004. Web. 16 Oct 2019.

Vancouver:

RAMOS MAG. [en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

RAMOS MAG. [en] MARKET VOLATILITY AND STOCK CORRELATION INSTABILITY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

22. DIOGO RIBEIRO ALMEIDA. [en] DOES GOVERNANCE REDUCE VOLATILITY?.

Degree: 2007, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação examina os impactos das boas práticas de governança corporativa na volatilidade dos retornos das ações dentro e fora de momentos de crise.… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [en] CORPORATE GOVERNANCE; [pt] MODELOS GARCH; [en] GARCH MODELS; [pt] HETEROCEDASTICIDADE; [en] HETEROSKEDASTICITY

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ALMEIDA, D. R. (2007). [en] DOES GOVERNANCE REDUCE VOLATILITY?. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ALMEIDA, DIOGO RIBEIRO. “[en] DOES GOVERNANCE REDUCE VOLATILITY?.” 2007. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ALMEIDA, DIOGO RIBEIRO. “[en] DOES GOVERNANCE REDUCE VOLATILITY?.” 2007. Web. 16 Oct 2019.

Vancouver:

ALMEIDA DR. [en] DOES GOVERNANCE REDUCE VOLATILITY?. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ALMEIDA DR. [en] DOES GOVERNANCE REDUCE VOLATILITY?. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

23. SAVANO SOUSA PEREIRA. [en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA.

Degree: 2005, Pontifical Catholic University of Rio de Janeiro

[pt] O presente trabalho visa generalizar a modelagem do tempo entre os negócios ocorridos no mercado financeiro, doravante chamado duração, e estudar os impactos destas… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MICROESTRUTURA; [en] MICROSTRUCTURE; [pt] DURACAO; [en] DURATION; [pt] DISTRIBUICAO GAMA; [en] GENERALIZED GAMMA DISTRIBUITION

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

PEREIRA, S. S. (2005). [en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

PEREIRA, SAVANO SOUSA. “[en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA.” 2005. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

PEREIRA, SAVANO SOUSA. “[en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA.” 2005. Web. 16 Oct 2019.

Vancouver:

PEREIRA SS. [en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

PEREIRA SS. [en] DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

24. BETINA GUIMARAES DODSWORTH MARTINS. [en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS.

Degree: 2003, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação examina os efeitos dos mecanismos de negociação e do comportamento dos agentes no processo de formação dos preços das ações do mercado… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] MICROESTRUTURA; [en] MICROSTRUCTURE; [pt] EFEITOS INTRADIARIOS; [en] INTRADAY EFFECTS; [pt] MECANISMOS DE TRANSACAO; [en] TRADING MECHANISMS

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APA (6th Edition):

MARTINS, B. G. D. (2003). [en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3682

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MARTINS, BETINA GUIMARAES DODSWORTH. “[en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS.” 2003. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3682.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MARTINS, BETINA GUIMARAES DODSWORTH. “[en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS.” 2003. Web. 16 Oct 2019.

Vancouver:

MARTINS BGD. [en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3682.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MARTINS BGD. [en] MICROSTRUCTURE EFFECTS ON THE BRAZILIAN STOCK MARKET: A STUDY ON INTER AND INTRADAY PATTERNS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2003. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3682

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

25. PAULO HENRIQUE SOTO COSTA. [en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK.

Degree: 2001, Pontifical Catholic University of Rio de Janeiro

[pt] O objetivo principal do trabalho é o estudo dos resultados obtidos com a aplicação de diferentes modelos para estimar a volatilidade das ações brasileiras.… (more)

Subjects/Keywords: [pt] SERIES TEMPORAIS; [en] TIME SERIES; [es] SERIES DE TIEMPO; [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] VALOR EM RISCO; [en] VALUE AT RISK

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APA (6th Edition):

COSTA, P. H. S. (2001). [en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

COSTA, PAULO HENRIQUE SOTO. “[en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK.” 2001. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

COSTA, PAULO HENRIQUE SOTO. “[en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK.” 2001. Web. 16 Oct 2019.

Vancouver:

COSTA PHS. [en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2001. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1743.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

COSTA PHS. [en] BRAZILIAN STOCK RETURN SERIES: VOLATILITY AND VALUE AT RISK. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2001. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1743

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

26. MARCO AURELIO SIMAO FREIRE. [en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET.

Degree: 2005, Pontifical Catholic University of Rio de Janeiro

[pt] A hipótese de normalidade é comumente utilizada na área de análise de risco para descrever as distribuições dos retornos padronizados pelas volatilidades. No entanto,… (more)

Subjects/Keywords: [pt] ANALISE DE RISCO; [en] RISK ANALYSIS; [pt] VOLATILIDADE REALIZADA; [en] REALIZED VOLATILITY; [pt] DADOS DE ALTA FREQUENCIA; [en] HIGH FREQUENCY DATA; [pt] DISTRIBUICOES DE RETORNOS; [en] RETURN DISTRIBUTIONS; [pt] MODELOS GARCH MULTIVARIADOS; [en] MULTIVARIATE GARCH MODELS

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APA (6th Edition):

FREIRE, M. A. S. (2005). [en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FREIRE, MARCO AURELIO SIMAO. “[en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET.” 2005. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FREIRE, MARCO AURELIO SIMAO. “[en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET.” 2005. Web. 16 Oct 2019.

Vancouver:

FREIRE MAS. [en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FREIRE MAS. [en] DISTRIBUTIONS OF RETURNS, VOLATILITIES AND CORRELATIONS IN THE BRAZILIAN STOCK MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2005. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

27. MARCO ANTONIO FREITAS DE HOLLANDA CAVALCANTI. [en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS.

Degree: 2007, Pontifical Catholic University of Rio de Janeiro

[pt] Os ensaios que compõem a presente tese investigam, no contexto de modelos monetários de equilíbrio geral nos moldes novo- keynesianos, algumas questões de interesse… (more)

Subjects/Keywords: [pt] POLITICA MONETARIA; [en] MONETARY POLICY; [pt] DESINFLACAO; [en] DISINFLATION; [pt] REGRAS OTIMAS; [en] OPTIMAL RULES; [pt] VOLATILIDADE MACROECONOMICA; [en] MACROECONOMIC VOLATILITY; [pt] ACELERADOR FINANCEIRO; [en] FINANCIAL ACCELERATOR

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APA (6th Edition):

CAVALCANTI, M. A. F. D. H. (2007). [en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10109

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CAVALCANTI, MARCO ANTONIO FREITAS DE HOLLANDA. “[en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS.” 2007. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10109.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CAVALCANTI, MARCO ANTONIO FREITAS DE HOLLANDA. “[en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS.” 2007. Web. 16 Oct 2019.

Vancouver:

CAVALCANTI MAFDH. [en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10109.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CAVALCANTI MAFDH. [en] ESSAYS ON MONETARY POLICY AND BUSINESS CYCLES UNDER MARKET IMPERFECTIONS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10109

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

28. JULIANA DUTRA PESSOA DE ARAUJO. [en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET.

Degree: 2004, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho tem como objetivo investigar o efeito das intervenções do Banco Central na volatilidade da taxa de câmbio no Brasil no período de… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] INTERVENCAO; [en] INTERVENTION; [pt] TAXA DE CAMBIO; [en] EXCHANGE RATE; [pt] ENDOGENEIDADE; [en] ENDOGENEITY; [pt] BANCO CENTRAL DO BRASIL; [en] CENTRAL BANK OF BRAZIL

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ARAUJO, J. D. P. D. (2004). [en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5184

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ARAUJO, JULIANA DUTRA PESSOA DE. “[en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET.” 2004. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5184.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ARAUJO, JULIANA DUTRA PESSOA DE. “[en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET.” 2004. Web. 16 Oct 2019.

Vancouver:

ARAUJO JDPD. [en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5184.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ARAUJO JDPD. [en] SMOOTHING EXCHANGE RATE MOVEMENTS OR ADDING VOLATILITY?: AN EMPIRICAL ANALYSIS OF CENTRAL BANK INTERVENTIONS ON THE FOREIGN EXCHANGE MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5184

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

29. RAPHAEL PIMENTEL DE OLIVEIRA CRUZ. [en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY.

Degree: 2004, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação discute o modelo de Volatilidade Estocástica (SV) estimado via metodologia Durbin & Koopman, chamada Verossimilhança de Monte Carlo( MCL). Comparou-se a cobertura… (more)

Subjects/Keywords: [pt] VOLATILIDADE ESTOCASTICA; [en] STOCHASTIC VOLATILITY; [pt] AMOSTRAGEM POR IMPORTANCIA; [en] IMPORTANCE SAMPLING; [pt] ESPACO DE ESTADO; [en] STATE SPACE; [pt] VEROSSIMILHANCA DE MONTE CARLO; [en] MONTE CARLO LIKELIHOOD

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CRUZ, R. P. D. O. (2004). [en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4920

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CRUZ, RAPHAEL PIMENTEL DE OLIVEIRA. “[en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY.” 2004. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4920.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CRUZ, RAPHAEL PIMENTEL DE OLIVEIRA. “[en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY.” 2004. Web. 16 Oct 2019.

Vancouver:

CRUZ RPDO. [en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4920.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CRUZ RPDO. [en] STOCHASTIC VOLATILITY VIA MONTE CARLO LIKELIHOOD: A COMPARATIVE STUDY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4920

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

30. LUIS ANTONIO GUIMARAES BENEGAS. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.

Degree: 2002, Pontifical Catholic University of Rio de Janeiro

[pt] O conceito de risco é definido como a distribuição de resultados inesperados devido a alterações nos valores das variáveis que descrevem o mercado. Entretanto,… (more)

Subjects/Keywords: [pt] VOLATILIDADE; [en] VOLATILITY MODELS; [pt] RISCO; [en] RISK; [pt] GARCH; [en] GARCH; [pt] MODELOS DE ESTIMACAO; [en] ESTIMATING MODELS; [pt] MEDIDAS DE RISCO; [en] RISK MEASURES; [pt] VARIANCIA; [en] VARIANCE; [pt] SEMIVARIANCIA; [en] SEMIVARIANCE; [pt] DOWNSIDE RISK; [en] DOWNSIDE RISK; [pt] MODELOS DE PREVISAO; [en] FORECASTING MODELS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

BENEGAS, L. A. G. (2002). [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BENEGAS, LUIS ANTONIO GUIMARAES. “[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.” 2002. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BENEGAS, LUIS ANTONIO GUIMARAES. “[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS.” 2002. Web. 16 Oct 2019.

Vancouver:

BENEGAS LAG. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. [cited 2019 Oct 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BENEGAS LAG. [en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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