Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks
Block, Alexander Souza, Righi, Marcelo Brutti, Schlender, Sérgio Guilherme, Coronel, Daniel Arruda
Published in Energy economics (01.05.2015)
Published in Energy economics (01.05.2015)
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Journal Article
LINEAR AND NONLINEAR ASSOCIATION MEASURES WITH INTRADAY/HIGH FREQUENCY DATA FOR ALL IBOVESPA STOCKS/MEDIDAS DE ASSOCIACAO LINEAR E NAO LINEAR COM DADOS DE ALTA FREQUENCIA INTRADIARIA PARA TODAS AS ACOES IBOVESPA/MEDIDAS DE ASOCIACION LINEAL Y NO LINEAL CON DATOS DE ALTA FRECUENCIA EN UN DIA PARA TODAS LAS ACCIONES IBOVESPA
Costa, Alexandre, Block, Alexander Souza, Ceretta, Paulo Sergio
Published in Revista Eletrônica de Estratégia & Negócios (01.09.2015)
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Published in Revista Eletrônica de Estratégia & Negócios (01.09.2015)
Journal Article