Alessandra Montini

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

Av. Prof. Luciano Gualberto

908 - Presidio 1 Sala G142

Sao Paulo 05508-900

Brazil

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

SCHOLARLY PAPERS

1

DOWNLOADS

23

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
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
Alcides Araújo, Alessandra Montini and Joelson Oliveira Sampaio
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 23 (753,852)

Abstract:

Loading...

high frequency data, realized volatility, forecast combination