Value-at-risk analysis for stock market indexes: a comparison of volatility models (2012)
- Authors:
- USP affiliated authors: LIMA, FABIANO GUASTI - FEARP ; PIMENTA JÚNIOR, TABAJARA - FEARP
- Unidade: FEARP
- Subjects: AVALIAÇÃO DE RISCO; PREÇO DE AÇÕES (ÍNDICES)
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Academy of Business and Economics
- ISSN: 1542-8710
- Volume/Número/Paginação/Ano: v. 12, n. 1, p. 125-138, 2012
-
ABNT
GAIO, Luiz Eduardo e PIMENTA JÚNIOR, Tabajara e LIMA, Fabiano Guasti. Value-at-risk analysis for stock market indexes: a comparison of volatility models. Journal of Academy of Business and Economics, v. 12, n. 1, p. 125-138, 2012Tradução . . Acesso em: 19 abr. 2025. -
APA
Gaio, L. E., Pimenta Júnior, T., & Lima, F. G. (2012). Value-at-risk analysis for stock market indexes: a comparison of volatility models. Journal of Academy of Business and Economics, 12( 1), 125-138. -
NLM
Gaio LE, Pimenta Júnior T, Lima FG. Value-at-risk analysis for stock market indexes: a comparison of volatility models. Journal of Academy of Business and Economics. 2012 ; 12( 1): 125-138.[citado 2025 abr. 19 ] -
Vancouver
Gaio LE, Pimenta Júnior T, Lima FG. Value-at-risk analysis for stock market indexes: a comparison of volatility models. Journal of Academy of Business and Economics. 2012 ; 12( 1): 125-138.[citado 2025 abr. 19 ] - Volatility behaviour of BRIC capital markets in the 2008 international financial crisis
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