Modelos de volatilidade estocástica em séries financeiras: Uma aplicação para o ibovespa

Economia Aplicada

Volumn 14, Issue 1, 2010, Pages 25-40

  Barossi Filho, Milton ^a   Achcar, Jorge Alberto ^a   de Souza, Roberto Molina ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Bayesian analysis; Financial time series; IBOVESPA; MCMC methods; Stochastic volatility models

Indexed keywords

EID: 77955587792     PISSN: 14138050     EISSN: None     Source Type: Journal    
DOI: 10.1590/S1413-80502010000100002     Document Type: Article

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