VOLATILITY MODELING IN PERIODS OF CRISIS: ANALYSES OF ALTERNATIVE DISTRIBUTIONS IN BRIC AND THE US MODELADO DE LA VOLATILIDAD EN PERIODOS DE CRISIS: ANÁLISIS DE LAS DISTRIBUCIONES ALTERNATIVAS EN LOS BRIC Y EEUU MODELAGEM DA VOLATILIDADE EM PERÍODOS DE CRISE: ANÁLISE DAS DISTRIBUIÇÕES ALTERNATIVAS NO BRIC E NOS EUA
The real estate market crisis in North America in 2007 has strongly affected the capital markets in the US and Europe. Financial crises of the magnitude of that of 2007/2008 bring up important issues about financial markets. This paper investigates how distribution specification influences volatilit...
Main Authors: | , , |
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Format: | Article |
Language: | Portuguese |
Published: |
Emerald Publishing
2013-01-01
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Series: | REGE Revista de Gestão |
Subjects: | |
Online Access: | http://www.revistas.usp.br/rege/article/view/49787 |