Browsing Teses e dissertações by Subject "EGARCH model, GARCH model"
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(Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística, , 22/08/2008)In the financial market usually notices are taken of the shares sequentially over the time in order to characterize them a time series. However, the major interest is to forecast the behavior of these shares. Motivated by ...