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Previsão do cmbio real-dólar sob um arcabouço de apreçamento de ativos. (2012). Beviláqua, Giovanni ; Matos, Paulo ; Filho, Jaime ; Bevilaqua, Giovanni .
In: Revista Brasileira de Economia - RBE.
RePEc:fgv:epgrbe:v:66:y:2012:i:3:a:3668.

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  46. Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate. (2006). Osinska, Magdalena ; Matuszewska-Janica, Aleksandra ; Osiska, Magdalena.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:12:y:2006:i:3:p:327-341:10.1007/s11294-006-9021-7.

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  47. Common Volatility Trends in the Central and Eastern European Currencies and the Euro. (2006). Pramor, Marcus ; Tamirisa, Natalia T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/206.

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  48. Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050092.

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  49. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050091.

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  50. Nonparametric Tests for Serial Independence Based on Quadratic Forms. (2005). Panchenko, Valentyn ; Diks, Cees.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050076.

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  51. Duration and convexity in spanish corporate bonds. (2004). Sotos, Francisco .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:10:y:2004:i:4:p:273-277:10.1007/bf02295140.

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  52. Weak convergence and distributional assumptions for a general class of nonliner arch models. (1997). Mele, Antonio ; Fornari, Fabio.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:16:y:1997:i:2:p:205-227.

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  53. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets. (1997). Ackert, Lucy.
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:25:y:1997:i:4:p:371-385.

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  54. Incerteza inflacionária e crescimento do produto e incerteza do produto e crescimento inflacionário. (1991). Teixeira, Ernani .
    In: Nova Economia.
    RePEc:nov:artigo:v:2:y:1991:i:2:p:123-133.

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