[pt] O VALOR ECONÔMICO DOS MODELOS DE CORRELAÇÃO CONDICIONAL CONSTANTE E DINÂMICA

[en] THE ECONOMIC VALUE OF CONSTANT AND DYNAMIC CONDITIONAL CORRELATION MODEL

dc.creatorANDRE SENNA DUARTE
dc.date.accessioned2022-09-09T16:27:05Z
dc.date.accessioned2023-03-13T20:18:59Z
dc.date.available2022-09-09T16:27:05Z
dc.date.available2023-03-13T20:18:59Z
dc.date.created2022-09-09T16:27:05Z
dc.identifierhttp://148.201.128.228:8080/xmlui/handle/20.500.12032/12134
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/6168534
dc.publisherMAXWELL
dc.subject[pt] GARCH MULTIVARIADO
dc.subject[pt] RISKMETRICS
dc.subject[pt] CORRELACAO CONDICIONAL
dc.subject[en] MULTIVARIATE GARCH
dc.subject[en] RISKMETRICS
dc.subject[en] CONDITIONAL CORRELATION
dc.title[pt] O VALOR ECONÔMICO DOS MODELOS DE CORRELAÇÃO CONDICIONAL CONSTANTE E DINÂMICA
dc.title[en] THE ECONOMIC VALUE OF CONSTANT AND DYNAMIC CONDITIONAL CORRELATION MODEL
dc.typeTEXTO


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