Federal University of Santa Maria
REITs, Brazilian Market, Ifix, Imob, Ibovespa
Real Estate, REITs; wavelets; multiscale analysis; higher moments; Brazilian market
Emerging Markets, ICAPM, Copula-DCC-GARCH
Mutual Funds, ETFs, Multiscale analysis, Brazilian Market
Fundos de investimento. Índices de Sustentabilidade. Performance
ETFs, DCC, Multivariate Volatility, Brazilian Market, Share return, NAV variation
Emerging Markets, ICAPM, Multi-scale analysis.
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