Long memory in high frequency time series using wavelets and conditional volatility models

Detalhes bibliográficos
Autor(a) principal: Mateus Gonzalez de Freitas Pinto
Data de Publicação: 2021
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
Texto Completo: https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10829405
id BRCRIS_68f910871764e27919dacf5061ac2bc9
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv Long memory in high frequency time series using wavelets and conditional volatility models
title Long memory in high frequency time series using wavelets and conditional volatility models
spellingShingle Long memory in high frequency time series using wavelets and conditional volatility models
long memory FIGARCH, volatility, wavelets, intraday data, high frequency data, asset returns
memória longa, FIGARCH, volatilidade, ondaletas, dados intradiários, dados de alta frequência
Mateus Gonzalez de Freitas Pinto
title_short Long memory in high frequency time series using wavelets and conditional volatility models
title_full Long memory in high frequency time series using wavelets and conditional volatility models
title_fullStr Long memory in high frequency time series using wavelets and conditional volatility models
Long memory in high frequency time series using wavelets and conditional volatility models
title_full_unstemmed Long memory in high frequency time series using wavelets and conditional volatility models
Long memory in high frequency time series using wavelets and conditional volatility models
title_sort Long memory in high frequency time series using wavelets and conditional volatility models
topic long memory FIGARCH, volatility, wavelets, intraday data, high frequency data, asset returns
memória longa, FIGARCH, volatilidade, ondaletas, dados intradiários, dados de alta frequência
publishDate 2021
format masterThesis
url https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10829405
author_role author
author Mateus Gonzalez de Freitas Pinto
author_facet Mateus Gonzalez de Freitas Pinto
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/8012129830489098
dc.contributor.advisor1.fl_str_mv Chang Chiann
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4488035486752251
dc.publisher.none.fl_str_mv UNIVERSIDADE DE SÃO PAULO
publisher.none.fl_str_mv UNIVERSIDADE DE SÃO PAULO
instname_str UNIVERSIDADE DE SÃO PAULO
dc.publisher.program.fl_str_mv ESTATÍSTICA
dc.description.course.none.fl_txt_mv ESTATÍSTICA
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelsLong memory in high frequency time series using wavelets and conditional volatility modelslong memory FIGARCH, volatility, wavelets, intraday data, high frequency data, asset returns2021masterThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10829405authorMateus Gonzalez de Freitas Pintohttp://lattes.cnpq.br/8012129830489098Chang Chiannhttp://lattes.cnpq.br/4488035486752251UNIVERSIDADE DE SÃO PAULOUNIVERSIDADE DE SÃO PAULOUNIVERSIDADE DE SÃO PAULOESTATÍSTICAESTATÍSTICAPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv Pinto, Mateus Gonzalez de Freitas. Long memory in high frequency time series using wavelets and conditional volatility models. 2021. Tese.
dc.identifier.citation.fl_str_mv Pinto, Mateus Gonzalez de Freitas. Long memory in high frequency time series using wavelets and conditional volatility models. 2021. Tese.
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