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AUTOR Francisco Eduardo de Luna e Almeida Santos

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  • Francisco Eduardo de Luna e Almeida Santos (2)
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Economic Gains of Realized Volatility in the Brazilian Stock Market

ID: 36109

Authors: Márcio Gomes Pinto Garcia, Marcelo Cunha Medeiros, Francisco Eduardo de Luna e Almeida Santos.

Source: Revista Brasileira de Finanças, v. 12, n. 3, p. 319-319, July-September, 2014. 1 page(s).

Keyword: forecasting , realized volatility , utility

Document type: Article (Portuguese) Show Abstract

Transmissão financeira entre o Mercado Acionário e o Mercado de Títulos de Dívida

ID: 4467

Authors: Francisco Eduardo de Luna e Almeida Santos.

Source: Revista Brasileira de Finanças, v. 6, n. 1, p. 1-11, January-April, 2008. 11 page(s).

Keyword: heteroscedasticity , identification , securities market , stock market , strucutual VAR

Document type: Article (Portuguese) Show Abstract

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