Ainda os modelos GARCH

Detalhes bibliográficos
Autor(a) principal: Bueno, Rodrigo De Losso da Silveira
Data de Publicação: 2002
Tipo de documento: Artigo
Idioma: por
Título da fonte: Economia Aplicada
Texto Completo: https://www.revistas.usp.br/ecoa/article/view/219905
Resumo: This article summarizes the huge literature on GARCH Models. It is a survey on this subject to spread those models throughout the Portuguese readers. Issler (1999) briefly introduces univariate GARCH models, and provides results ofseveral Brazilian univariate financial series. We extend such study in terms ofspecification of the univariate model and by presenting the Multivariate GARCH Models.
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spelling Ainda os modelos GARCHGARCH ModelsThis article summarizes the huge literature on GARCH Models. It is a survey on this subject to spread those models throughout the Portuguese readers. Issler (1999) briefly introduces univariate GARCH models, and provides results ofseveral Brazilian univariate financial series. We extend such study in terms ofspecification of the univariate model and by presenting the Multivariate GARCH Models.Universidade de São Paulo, FEA-RP/USP2002-04-19info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://www.revistas.usp.br/ecoa/article/view/21990510.11606/1413-8050/ea219905Economia Aplicada; Vol. 6 Núm. 2 (2002); 367-409Economia Aplicada; Vol. 6 No. 2 (2002); 367-409Economia Aplicada; v. 6 n. 2 (2002); 367-4091980-53301413-8050reponame:Economia Aplicadainstname:Universidade de São Paulo (USP)instacron:USPporhttps://www.revistas.usp.br/ecoa/article/view/219905/200773Copyright (c) 2002 Economia Aplicadahttp://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessBueno, Rodrigo De Losso da Silveira 2023-12-08T15:42:44Zoai:revistas.usp.br:article/219905Revistahttps://www.revistas.usp.br/ecoaPUBhttps://www.revistas.usp.br/ecoa/oai||revecap@usp.br1980-53301413-8050opendoar:2023-12-08T15:42:44Economia Aplicada - Universidade de São Paulo (USP)false
dc.title.none.fl_str_mv Ainda os modelos GARCH
title Ainda os modelos GARCH
spellingShingle Ainda os modelos GARCH
Bueno, Rodrigo De Losso da Silveira
GARCH Models
title_short Ainda os modelos GARCH
title_full Ainda os modelos GARCH
title_fullStr Ainda os modelos GARCH
title_full_unstemmed Ainda os modelos GARCH
title_sort Ainda os modelos GARCH
author Bueno, Rodrigo De Losso da Silveira
author_facet Bueno, Rodrigo De Losso da Silveira
author_role author
dc.contributor.author.fl_str_mv Bueno, Rodrigo De Losso da Silveira
dc.subject.por.fl_str_mv GARCH Models
topic GARCH Models
description This article summarizes the huge literature on GARCH Models. It is a survey on this subject to spread those models throughout the Portuguese readers. Issler (1999) briefly introduces univariate GARCH models, and provides results ofseveral Brazilian univariate financial series. We extend such study in terms ofspecification of the univariate model and by presenting the Multivariate GARCH Models.
publishDate 2002
dc.date.none.fl_str_mv 2002-04-19
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/219905
10.11606/1413-8050/ea219905
url https://www.revistas.usp.br/ecoa/article/view/219905
identifier_str_mv 10.11606/1413-8050/ea219905
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/219905/200773
dc.rights.driver.fl_str_mv Copyright (c) 2002 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2002 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
dc.source.none.fl_str_mv Economia Aplicada; Vol. 6 Núm. 2 (2002); 367-409
Economia Aplicada; Vol. 6 No. 2 (2002); 367-409
Economia Aplicada; v. 6 n. 2 (2002); 367-409
1980-5330
1413-8050
reponame:Economia Aplicada
instname:Universidade de São Paulo (USP)
instacron:USP
instname_str Universidade de São Paulo (USP)
instacron_str USP
institution USP
reponame_str Economia Aplicada
collection Economia Aplicada
repository.name.fl_str_mv Economia Aplicada - Universidade de São Paulo (USP)
repository.mail.fl_str_mv ||revecap@usp.br
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