Foreign exchange expectation errors and filtration enlargements (2019)
- Authors:
- USP affiliated authors: LAURINI, MARCIO POLETTI - FEARP ; CHAIM, PEDRO LUIZ PAOLINO - FEARP
- Unidade: FEARP
- DOI: 10.3390/stats2020016
- Subjects: MERCADO FINANCEIRO; CÂMBIO (ECONOMIA); PREVISÃO ECONÔMICA; MARTINGAL
- Keywords: Strict local martingales; Filtration enlargement; Foreign exchange markets; Expectation errors
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Este periódico é de acesso aberto
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: gold
- Licença: cc-by
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ABNT
CHAIM, Pedro Luiz Paolino e LAURINI, Marcio Poletti. Foreign exchange expectation errors and filtration enlargements. Stats, v. 2, n. 2, p. 212-227, 2019Tradução . . Disponível em: https://doi.org/10.3390/stats2020016. Acesso em: 01 jan. 2026. -
APA
Chaim, P. L. P., & Laurini, M. P. (2019). Foreign exchange expectation errors and filtration enlargements. Stats, 2( 2), 212-227. doi:10.3390/stats2020016 -
NLM
Chaim PLP, Laurini MP. Foreign exchange expectation errors and filtration enlargements [Internet]. Stats. 2019 ; 2( 2): 212-227.[citado 2026 jan. 01 ] Available from: https://doi.org/10.3390/stats2020016 -
Vancouver
Chaim PLP, Laurini MP. Foreign exchange expectation errors and filtration enlargements [Internet]. Stats. 2019 ; 2( 2): 212-227.[citado 2026 jan. 01 ] Available from: https://doi.org/10.3390/stats2020016 - Volatility and return jumps in bitcoin
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Informações sobre o DOI: 10.3390/stats2020016 (Fonte: oaDOI API)
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