Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros
[Modelling the volatility of gold prices and financial stock indexes: a VAR approach]
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More about this item
KeywordsVolatility; PSI-20; S&P500; VIX; VAR; GARCH.;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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