Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA (2007)
- Authors:
- USP affiliated authors: BAROSSI FILHO, MILTON - EACH ; ACHCAR, JORGE ALBERTO - ICMC ; ANDRADE FILHO, MARINHO GOMES DE - ICMC
- Unidades: EACH; ICMC
- Subjects: INFERÊNCIA BAYESIANA; INFERÊNCIA ESTATÍSTICA; PROCESSOS ESTOCÁSTICOS; ANÁLISE DE SÉRIES TEMPORAIS
- Language: Inglês
- Imprenta:
- Publisher: ICMC-USP
- Publisher place: São Carlos
- Date published: 2007
- Source:
- ISSN: 0103-2577
-
ABNT
BAROSSI FILHO, Milton e ACHCAR, Jorge Alberto e ANDRADE, Marinho Gomes de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. . São Carlos: ICMC-USP. . Acesso em: 21 jan. 2026. , 2007 -
APA
Barossi Filho, M., Achcar, J. A., & Andrade, M. G. de. (2007). Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. São Carlos: ICMC-USP. -
NLM
Barossi Filho M, Achcar JA, Andrade MG de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. 2007 ;[citado 2026 jan. 21 ] -
Vancouver
Barossi Filho M, Achcar JA, Andrade MG de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. 2007 ;[citado 2026 jan. 21 ] - Seasonal hydrological and meteorological time series
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