• Métodos de Monte Carlo Hamiltoniano aplicados em Modelos GARCH 

      Xavier, Cleber Martins; http://lattes.cnpq.br/4813374924157701 (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística UFSCar/USP, Câmpus São Carlos, 26/04/2019)
      One of the most important informations in financial market is variability of an asset. Several models have been proposed in literature with a view of to evaluate this phenomenon. Among them we have the GARCH models. This ...