次贷危机对巴西股票市场部门指数的传染:一种多变量条件波动模型的方法

{"title":"次贷危机对巴西股票市场部门指数的传染:一种多变量条件波动模型的方法","authors":"D. Ferreira, Leonardo Bornacki de Mattos","doi":"10.15728/bbr.2021.1148.en","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":37145,"journal":{"name":"Brazilian Business Review","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Contagion of the Subprime Crisis in the Sector Indices of the Brazilian Stock Market: An Approach to Multivariate Conditional Volatility Models\",\"authors\":\"D. Ferreira, Leonardo Bornacki de Mattos\",\"doi\":\"10.15728/bbr.2021.1148.en\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":37145,\"journal\":{\"name\":\"Brazilian Business Review\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-07-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Business Review\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15728/bbr.2021.1148.en\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Business Review","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15728/bbr.2021.1148.en","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}