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AUTOR Marcelo Cunha Medeiros

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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

Foreign Exchange Rate Futures Trends: foreign exchange risk or systematic forecasting errors?

ID: 23572

Authors: Daniel Chrity, Márcio G. P. Garcia, Marcelo Cunha Medeiros.

Source: Revista Brasileira de Finanças, v. 4, n. 2, p. 123-140, July-December, 2006. 18 page(s).

Keyword: exchange rate forecast errors , exchange rate futures market in Brazil , exchange rate risk premium , Forward premium puzzle

Document type: Article (Portuguese) Show Abstract

Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach

ID: 23569

Authors: Marcelo C. Carvalho, Marco Aurélio S. Freire, Marcelo Cunha Medeiros, Leonardo R. Souza.

Source: Revista Brasileira de Finanças, v. 4, n. 1, p. 55-77, January-June, 2006. 23 page(s).

Keyword: GARCH models , high frequency data , Realized volatility , risk analysis , volatility forecasting

Document type: Article (English) Show Abstract

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