Results 81 to 90 of about 2,960 (201)

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

É Possível Bater o Ibovespa com Operações de Análise Técnica no Mercado Futuro? [PDF]

RAC: Revista de Administração Contemporânea, 2011
The asset selection decision has been one of the main challenges faced by financial market analysts. The theory of Charles Dow formulated in 1884 attempts to shed some light on this issue by forecasting stock market prices based on patterns.
Diego Paraiso Garcia Guimarães, Gustavo Silva Araújo, Claudio Henrique da Silveira Barbedo   +2 more
doaj  

Controlando o pânico

Economia Aplicada, 2008
Este artigo aplica o algoritmo de Danielsson e De Vries (1997) e métodos de estimação paramétricos para calcular o "value-at-risk" baseado na distribuição dos extremos dos índices Ibovespa e MSCI Industrial.
Rubens Hossamu Morita, Rodrigo De Losso da Silveira Bueno, Ricardo Antônio Pires   +2 more
doaj   +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

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

Machine Learning Models for IBOVESPA Stock Price Trend Prediction

Revista Economia Ensaios
Financial markets perform a fundamental role in the economic organization of countries, motivating investors to seek improvements in technical analysis tools to optimize gains. This study applies several Machine Learning techniques to predict the trend (up, down and lateral) of the IBOVESPA index on a weekly interval between technical indicators ...
Elton Massahiro Saito Loures, Lucas Santana da Cunha   +1 more
openaire   +1 more source

Relação entre Ibovespa e Variáveis Macroeconômicas: Evidências a Partir de um Modelo Markov-Switching [PDF]

, 2018
This paper examined if macroeconomic variables individually have long-term relationship with Brazilian stock return rates, where the Ibovespa. For this, we applied the Markov-switching dynamic model with change in variance, between macroeconomic variable,
Machado, Lúcio de Souza, Gartner, Ivan Ricardo, Rodrigues Machado, Michele Rílany   +2 more
core   +1 more source

Comparison of Value at Risk (VaR) Multivariate Forecast Models. [PDF]

Comput Econ, 2022
Müller FM, Righi MB, Righi MB.
europepmc   +1 more source

Evidências empíricas: arbitragem no mercado brasileiro com fundos ETFs Empirical evidence: arbitrage with Exchange-traded Funds (ETFs) on the brazilian market

Revista Contabilidade & Finanças, 2013
De acordo com a literatura de gestão de risco, a diversificação contribui para a mitigação do risco. Neste sentido, os fundos de índice Exchange Traded Funds (ETF), recém-introduzidos no mercado brasileiro, permitem sua fácil execução.
Yuri Sampaio Maluf, Pedro Henrique Melo Albuquerque   +1 more
doaj