Browsing Teses e dissertações by Author "Aquino Gutierrez, Karen Fiorella"

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    • Modelagem da volatilidade em séries temporais financeiras via modelos GARCH com abordagem bayesiana 

      Aquino Gutierrez, Karen Fiorella (Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 18/07/2017)
      In the last decades volatility has become a very important concept in the financial area, being used to measure the risk of financial instruments. In this work, the focus of study is the modeling of volatility, that ...