Modelagem econométrica em alta frequência em um mercado de ações emergente
This paper is aimed at performing an econometric analysis of the Brazilian stock market at high frequency in order to confirm some of the stylized facts and empirical findings in the high-frequency literature, verifying the impact of outlier treatment on the Duration and volatility models goodness o...
| Huvudupphovsman: | |
|---|---|
| Övriga upphovsmän: | |
| Materialtyp: | Tese |
| Språk: | portugisiska |
| Publicerad: |
Universidade Brasília
2025
|
| Ämnen: | |
| Länkar: | https://hdl.handle.net/20.500.14135/1626 |