Alcides Araújo

University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students

Av. Prof. Luciano Gualberto 908

Sao Paulo

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

11

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Combinação da Projeção da Volatilidade Percebida Por Redes Neurais E Har (Combination of the Projection of Volatility Perceived by Neural Networks and Har)

ARAUJO, A. C. ; MONTINI, A. A. ; SAMPAIO, J. O. . Combinação da projeção da volatilidade percebida por redes neurais e har. REVISTA BRASILEIRA DE FINANÇAS: RBFIN = RBFIN: BRAZILIAN FINANCE REVIEW, v. 17, p. 51-79, 2019.
Number of pages: 47 Posted: 30 Sep 2020
University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students, University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Department of Administration, Students and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 11 (708,228)

Abstract:

Loading...

high frequency data, realized volatility, forecast combination