Long memory in high frequency time series using wavelets and conditional volatility models
Autor(a) principal: | |
---|---|
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. |
_version_ |
1741884462639087616 |