Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/175940
Authors: 
Souza, Leonardo
Veiga, Alvaro
Medeiros, Marcelo C.
Year of Publication: 
2002
Series/Report no.: 
Texto para discussão 453
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
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