| 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)
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| Classification Number | IMF |
| Key Words | Stochastic volatility ; Forecasting ; Fat- tail distribution ; Monte Carlo estimation |