• Modelos de volatilidade estatística 

      Ishizawa, Danilo Kenji (Universidade Federal de São CarlosBRUFSCarPrograma de Pós-graduação em Estatística, 2008-08-22)
      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 ...