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Avaliação do Impacto do Realized Range sobre a Volatilidade (E)GARCH: Evidência do Brasil

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Bibliographic Details
Published in:BBR Brazilian business review (Portuguese ed.) 2016-03, Vol.13 (2), p.1
Main Authors: Accioly, Victor Bello, Mendes, Beatriz Vaz de Melo
Format: Article
Language:Portuguese
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ISSN:1807-734X
DOI:10.15728/bbr.2016.13.2.1