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CONDITIONAL PRICING MODEL WITH HETEROSCEDASTICITY: EVALUATION OF BRAZILIAN FUNDS

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Bibliographic Details
Main Author:	LEANDRO SANTOS DA COSTA
Format:	Artículo científico
Language:	en
Published:	Fundação Getulio Vargas 2019
Subjects:	Administración y Contabilidad time Kalman filter varying betas investment funds performance analysis
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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