Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/175940 
Year of Publication: 
2002
Series/Report no.: 
Texto para discussão No. 453
Publisher: 
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia, Rio de Janeiro
Subjects: 
time seris
GARCH models
bootstrap
reality check
volatility
financial econometrics
Monte Carlo
forecasting
riskmetrics
moving average
JEL: 
C45
C51
C52
C61
G12
Document Type: 
Working Paper

Files in This Item:
File
Size
469.34 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.