Ainda os modelos GARCH
DOI:
https://doi.org/10.11606/1413-8050/ea219905Palavras-chave:
GARCH ModelsResumo
This article summarizes the huge literature on GARCH Models. It is a survey on this subject to spread those models throughout the Portuguese readers. Issler (1999) briefly introduces univariate GARCH models, and provides results ofseveral Brazilian univariate financial series. We extend such study in terms ofspecification of the univariate model and by presenting the Multivariate GARCH Models.
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Copyright (c) 2002 Economia Aplicada
Este trabalho está licenciado sob uma licença Creative Commons Attribution-NonCommercial 4.0 International License.