[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS

[pt] ESTUDO COMPARATIVO DA CAPACIDADE PREDITIVA DE MODELOS DE ESTIMAÇÃO DE VOLATILIDADE

dc.creatorLUIS ANTONIO GUIMARAES BENEGAS
dc.date.accessioned2022-09-21T21:40:05Z
dc.date.accessioned2023-03-13T19:09:29Z
dc.date.available2022-09-21T21:40:05Z
dc.date.available2023-03-13T19:09:29Z
dc.date.created2022-09-21T21:40:05Z
dc.identifierhttps://hdl.handle.net/20.500.12032/41825
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6148270
dc.publisherMAXWELL
dc.subject[pt] VOLATILIDADE
dc.subject[pt] MODELOS DE PREVISAO
dc.subject[pt] DOWNSIDE RISK
dc.subject[pt] SEMIVARIANCIA
dc.subject[pt] VARIANCIA
dc.subject[pt] MEDIDAS DE RISCO
dc.subject[pt] MODELOS DE ESTIMACAO
dc.subject[pt] GARCH
dc.subject[pt] RISCO
dc.subject[en] VOLATILITY MODELS
dc.subject[en] FORECASTING MODELS
dc.subject[en] DOWNSIDE RISK
dc.subject[en] SEMIVARIANCE
dc.subject[en] VARIANCE
dc.subject[en] RISK MEASURES
dc.subject[en] ESTIMATING MODELS
dc.subject[en] GARCH
dc.subject[en] RISK
dc.title[en] A COMPARATIVE STUDY OF THE FORECAST CAPABILITY OF VOLATILITY MODELS
dc.title[pt] ESTUDO COMPARATIVO DA CAPACIDADE PREDITIVA DE MODELOS DE ESTIMAÇÃO DE VOLATILIDADE
dc.typeTEXTO


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