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Volatilidad del Ibex 35

, 2016
Arévalo González, Joanna Alexandra, Ortiz Villarreal, Katherine Adriana   +1 more
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Volatilidad de los títulos

, 2018
Domínguez Morales, Tamara, Izquierdo Marrero, Carolina   +1 more
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Criptodivisas: valoración, volatilidad y riesgo.

, 2016
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Valuación de opciones con volatilidad estocástica

, 2010
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Extração da Volatilidade do Ibovespa [PDF]

, 2001
This paper estimates the conditional volatility of the main Brazilian stock market index (Ibovespa), using traditional models of the GARCH family and models of stochastic volatility (SV). Most model selection and performance criteria suggest that both aproaches capture well Ibovespa's volatility, with a slight advantage of the EGARCH(1,1) model ...
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Volatilidad, correlación y dependencia

2016
Análisis de la volatilidad en el entorno ...
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Assimetrias na volatilidade e nas perturbações nos modelos de volatilidade

2021
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Persistência e Volatilidade do Gap da Inflação

Estudos Economicos, 2023
Nelson da Silva, Sidney Caetano, Guilherme Moura   +2 more
exaly