• Modelos de volatilidade estatística 

      Ishizawa, Danilo Kenji (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 ...