Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond
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References listed on IDEAS
- Dow, Sheila C, 1990. "Beyond Dualism," Cambridge Journal of Economics, Oxford University Press, vol. 14(2), pages 143-157, June.
- Hands,D. Wade, 2001. "Reflection without Rules," Cambridge Books, Cambridge University Press, number 9780521497152, December.
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KeywordsIBOVESPA; Volatilidade Realizada; Variação Bi-Power; Co-Quebra;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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