官方服务:
资源简介:
GARCH-M models for Brazil.
应用场景:
创建时间:
2018-08-28
相关数据集
Energy Price Volatility in the Brazilian and American Markets
Analyze American and Brazilian stock market volatility using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and correlating with energy prices.
Figshare2024-06-13 更新70
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies
Figshare2017-10-11 更新50
Z-valued smooth transition GARCH models: Specification and testing
This paper introduces a new class of nonlinear models known as the Z-valued smooth transition GARCH model, designed to accommodate Z-valued time series that display asymmetric, nonlinear and highly pe
NIAID Data Ecosystem30
Value Investing in Brazil: Long-Term Returns Relative to the Market Benchmark
This dataset provides a complete replication package for the empirical results reported in the associated study on a rules-based, Graham-style equity screening strategy in the Brazilian stock market.
Mendeley Data60
B3 Derivatives Prices Historical Data
Historical prices of derivatives obtained from B3 (Bolsa de Valores do Brasil) website. The data are referent to the years 2011 to 2020. The data are separated into 10 .csv files referring to one
NIAID Data Ecosystem50



