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  1. DCC_GARCH DCC_GARCH Public

    This study investigates the transmissions of volatilities between the Standard Poor's 500 (S&P 500) index of the United States and the indexes IBOVESPA, MERVAL, IGBVL and IPSA representing Latin Am…

    1

  2. Forecasting-the-volatility-of-stock-price-index Forecasting-the-volatility-of-stock-price-index Public

    Forked from XuanyiJi/Forecasting-the-volatility-of-stock-price-index

    A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters

    Jupyter Notebook 1

  3. Econometria_financeira Econometria_financeira Public

    R

  4. Data_analysis_and_Machine_Learning Data_analysis_and_Machine_Learning Public

    Jupyter Notebook

  5. Options_calculation Options_calculation Public

    Cálculo de opções - Um experimento de Monte Carlo

    R

  6. Asset_Alocation Asset_Alocation Public

    R