Cluster de volatilidade no mercado de taxas de câmbio USD/GBP

Mestrado em Controlo de Gestão e dos Negócios

Bibliographic Details
Main Author: Simões, Catarina do Couto (author)
Format: masterThesis
Language:por
Published: 2015
Subjects:
Mercado cambial
Taxas de câmbio
Volatilidade
Modelos ARCH e GARCH
Clusters de Volatilidade
Foreign exchange market
Exchange rates
Volatility
ARCH and GARCH Models
Volatility clustering
Online Access:http://hdl.handle.net/10400.21/4587
Country:Portugal
Oai:oai:repositorio.ipl.pt:10400.21/4587

Internet

http://hdl.handle.net/10400.21/4587

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