ID | 332817 |
Title Proper | Stochastic volatilities and correlations, extreme values and modeling the macroeconomic environment, under which Brazilian Banks operate. |
Language | ENG |
Author | Barnhill Theodore ; Souto, Macros. |
`In' analytical Note | In Herrero, Alica Garcia. & Vazquez, Francisco.: International diversification gains and home bias in banking.. Washington. World Bank, 2007.--(IMFWP/07/281) |
Journal Source | In Herrero, Alica Garcia. & Vazquez, Francisco.: International diversification gains and home bias in banking.. Washington. World Bank, 2007.--(IMFWP/07/281)
|
Classification Number | IMF |
Key Words | Stochastic volatility ; Forecasting ; Fat- tail distribution ; Monte Carlo estimation |