Results 71 to 80 of about 7,920 (199)

ARMA-GARCH Model and temporal precedence between stock indices

GEPROS: Gestão da Produção, Operações e Sistemas, 2016
Faced with the need for risk valuation of financial assets, investors demand sophisticated methods of modeling that can judge the variability of their investments. At the same time, financial globalization has been characterized by common movements and
Diego Garcia Angelico, Sandra Cristina de Oliveira   +1 more
doaj   +1 more source

Management of investment portfolios employing reinforcement learning. [PDF]

PeerJ Comput Sci, 2023
Santos GC, Garruti D, Barboza F, de Souza KG, Domingos JC, Veiga A.   +5 more
europepmc   +1 more source

Sazonalidades do IBOVESPA

RAE: Revista de Administração de Empresas, 1990
Neste trabalho são examinadas as sazonalidades dia-da-semana e mês-da-ano nos retornos do IBOVESPA através de métodos estatísticos paramétricas e não-paramétricas.
Newton Carneiro Afonso da Costa Junior
doaj  

Pricing uncertainty in the Brazilian stock market: do size and sustainability matter? [PDF]

SN Bus Econ, 2023
Gea C, Klotzle MC, Vereda L, Pinto ACF.
europepmc   +1 more source

Contágio e "Descontágio" entre os mercados financeiros da Argentina e Brasil

Revista Produção Online, 2003
The objective of this paper is to assess the relationship between the performance of the Ibovespa and the Merval indexes and to test the contagion hypothesis between these two stock markets.
Fernando Seabra, Simone Cazarotto
doaj   +1 more source

Análise de propriedades das séries temporais dos ativos que compõem o índice IBOVESPA

, 2021
César Daltóe Berci, Ceslo Pascoli Bottura   +1 more
openalex   +1 more source

Dynamic parameters for Brazilian financial time series

Economia Aplicada, 2002
In this study we analyse a Brazilian stock index called IBOVESPA using techniques from dynamical systems theory and stochastic processes. We discuss the Lyapunov exponent, the correlation dimension, the LempelZiv complexity, the Hurst exponent and the ...
Gerson Francisco, Cláudio Paiva, Rogerio Rosenfeld   +2 more
doaj  

Brazilian stock market bubble in the 2010s. [PDF]

SN Bus Econ, 2021
Laurini MP, Chaim P.
europepmc   +1 more source

Um estudo das Séries Temporais dos principais indicadores inflacionários brasileiros e seus reflexos na performance do índice Ibovespa

, 2022
Daniel Camargo, Rayane Francisca da Silva Moura   +1 more
openalex   +2 more sources

Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. [PDF]

Int Rev Financ Anal, 2021
Zhang H, Chen J, Shao L.
europepmc   +1 more source