Detecção de quebras estruturais em séries temporais : implementação dos testes de Shimotsu com uma aplicação em séries do mercado de câmbio | Zendy

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Detecção de quebras estruturais em séries temporais : implementação dos testes de Shimotsu com uma aplicação em séries do mercado de câmbio

Author(s) -

Nicollas Stefan Soares da Costa

Publication year - 2016

Language(s) - Portuguese

Resource type - Dissertations/theses

DOI - 10.26512/2016.06.d.21662

Subject(s) - autocorrelation , exchange rate , long memory , mathematics , series (stratigraphy) , us dollar , spurious relationship , zero (linguistics) , econometrics , economics , statistics , philosophy , monetary economics , volatility (finance) , geology , paleontology , linguistics

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