PREVENDO VARIÂNCIA REALIZADA DO S E P500 EM DIAS DE ANÚNCIO DO FOMC
Author(s) -
MARCUS VINICIUS MELO DA SILVA
Publication year - 2018
Language(s) - Portuguese
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.37202
Subject(s) - volatility (finance) , predictive power , index (typography) , term (time) , variance (accounting) , monetary economics , economics , econometrics , computer science , physics , accounting , quantum mechanics , world wide web
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