Berti, Alberto Foltran; Morettin, Pedro Alberto 
Source: Proceedings. Conference titles: Brazilian Conference on Statistical Modelling in Insurance and Finance. Unidade: IME
Subjects: ESTATÍSTICA APLICADA, ANÁLISE DE RISCO, BOLSA DE VALORES
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BERTI, Alberto Foltran e MORETTIN, Pedro Alberto. Estimation of daily volatility with high frequency data: application to Ibovespa vaR computation. 2005, Anais.. São Paulo: IME-USP, 2005. . Acesso em: 14 nov. 2024.APA
Berti, A. F., & Morettin, P. A. (2005). Estimation of daily volatility with high frequency data: application to Ibovespa vaR computation. In Proceedings. São Paulo: IME-USP.NLM
Berti AF, Morettin PA. Estimation of daily volatility with high frequency data: application to Ibovespa vaR computation. Proceedings. 2005 ;[citado 2024 nov. 14 ]Vancouver
Berti AF, Morettin PA. Estimation of daily volatility with high frequency data: application to Ibovespa vaR computation. Proceedings. 2005 ;[citado 2024 nov. 14 ]
