Spillovers and jumps in global markets: A comparative analysis (2020)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1002/ijfe.2105
- Subjects: INFERÊNCIA BAYESIANA; MERCADO FINANCEIRO; FINANÇAS; MÉTODOS MCMC
- Keywords: Bayesian estimation; Common factors; Multivariate stochastic volatility
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: International Journal of Finance & Economics
- ISSN: 1076-9307
- Volume/Número/Paginação/Ano: v. 26, n. 4, p. 5997-6013, 2020
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
- Licença: other-oa
-
ABNT
MOURA, Rodolfo C. e LAURINI, Marcio Poletti. Spillovers and jumps in global markets: A comparative analysis. International Journal of Finance & Economics, v. 26, n. 4, p. 5997-6013, 2020Tradução . . Disponível em: https://doi.org/10.1002/ijfe.2105. Acesso em: 01 maio 2024. -
APA
Moura, R. C., & Laurini, M. P. (2020). Spillovers and jumps in global markets: A comparative analysis. International Journal of Finance & Economics, 26( 4), 5997-6013. doi:10.1002/ijfe.2105 -
NLM
Moura RC, Laurini MP. Spillovers and jumps in global markets: A comparative analysis [Internet]. International Journal of Finance & Economics. 2020 ; 26( 4): 5997-6013.[citado 2024 maio 01 ] Available from: https://doi.org/10.1002/ijfe.2105 -
Vancouver
Moura RC, Laurini MP. Spillovers and jumps in global markets: A comparative analysis [Internet]. International Journal of Finance & Economics. 2020 ; 26( 4): 5997-6013.[citado 2024 maio 01 ] Available from: https://doi.org/10.1002/ijfe.2105 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1002/ijfe.2105 (Fonte: oaDOI API)
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