Ainda os modelos GARCH

Autores/as

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

DOI:

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

Palabras clave:

GARCH Models

Resumen

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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Publicado

2002-04-19

Número

Vol. 6 Núm. 2 (2002)

Sección

Notas

Licencia

Derechos de autor 2002 Economia Aplicada

Creative Commons License

Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial 4.0.

Cómo citar

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