Ainda os modelos GARCH

Authors

  • Rodrigo De Losso da Silveira Bueno Universidade de São Paulo. Instituto de Pesquisas Econômicas

DOI:

https://doi.org/10.11606/1413-8050/ea219905

Keywords:

GARCH Models

Abstract

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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Published

2002-04-19

Issue

Vol. 6 No. 2 (2002)

Section

Notas

License

Copyright (c) 2002 Economia Aplicada

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

How to Cite

Ainda os modelos GARCH. (2002). Economia Aplicada, 6(2), 367-409. https://doi.org/10.11606/1413-8050/ea219905