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Autoregressive conditional heteroskedasticity / Time series analysis / Technical analysis / Economic model / Volatility / Normal distribution / Variance / Markov switching multifractal / Stochastic volatility / Statistics / Econometrics / Mathematical finance


C:/Paper2/CodigoFonte/FearHopeII.dvi
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Document Date: 2005-07-12 14:59:02


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File Size: 219,86 KB

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City

Porto Alegre / /

Company

JP Morgan / Banco Ita / Diebold / /

Country

Brazil / Portugal / Argentina / /

/

IndustryTerm

similar applications / /

MarketIndex

GARCH / /

Organization

US Federal Reserve / Universidade Federal do Rio Grande do Sul / AMC Univ. / /

Person

Mi / Lula da Silva / /

PoliticalEvent

presidential elections / /

Position

Economist / Professor of Economics / model / leftist politician / Researcher / model for exchange rate data / certain model / newly elected president / corresponding author / /

PublishedMedium

Journal of Monetary Economics / Journal of Econometrics / /

SocialTag