O comportamento dos componentes da volatilidade das ações no Brasil
HC Costa, JHG Mazzeu… - Brazilian Review of …, 2016 - periodicos.fgv.br
The present paper evaluates by approach of Campbell et al.(2001) the evolution of the three
volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that …
volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that …
The Breakdown of Idiosyncratic Volatility Into Expected and Unexpected Components and Its Effects on Stock Returns in Brazil
RB da Silva, BP Bressane, AP Viola… - Latin American …, 2012 - Taylor & Francis
Based on studies of idiosyncratic volatility developed in the recent literature, this study
analyzes its relation with expected returns through the breakdown of idiosyncratic volatility in …
analyzes its relation with expected returns through the breakdown of idiosyncratic volatility in …
The behaviour of volatility components of Brazilian stocks/O comportamento dos componentes da volatilidade das acoes no Brasil.
HC Costa, JHG Mazzeu - Revista Brasileira de Financas, 2016 - go.gale.com
The present paper evaluates by approach of Campbell et al.(2001) the evolution of the three
volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that …
volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that …