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Details about Marcelo Carvalho

E-mail: This e-mail address is bad, please ask Marcelo Carvalho to update the entry in the RePEc Author Service or the correct address.
Workplace:Department of Finance, Handelshögskolan i Stockholm (Stockholm School of Economics), (more information at EDIRC)

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Short-id: pca435

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Working Papers


  1. Modeling and forecasting the volatility of Brazilian asset returns
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations (6)

Journal Articles


  1. Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach
    Brazilian Review of Finance, 2006, 4, (1), 55-77 Downloads View citations (3)
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