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Analysis of profitability of conservation tillage for a soybean monoculture associated with corn as an off-season crop
(Taylor & Francis As, 2018-01-29)
The increasing demand for food and the need to reduce the environmental impacts of agricultural production in the face of population growth make conservation practices a valuable alternative to increase the sustainability ...
Do options contain information about excess bond returns ?
(Escola de Pós-Graduação em Economia da FGV, 2006-02-23)
There is strong empirical evidence that risk premia in long-term interest rates are time-varying. These risk premia critically depend on interest rate volatility, yet existing research has not examined the im- pact of ...
Modelos de alta frecuencia para la volatilidad de los retornos de acciones en los momentos de splits
(Universidad de San Andrés. Escuela de Administración y Negocios, 2017)
Stock Returns in Emerging Markets and the Use of GARCH Models
(2011)
We use the Hinich portmanteau bicorrelation test to detect for the adequacy of using GARCH (Generalized Autoregressive Conditional Heteroscedasticity) as the data-generating process to model conditional volatility of stock ...