Banca de QUALIFICAÇÃO: Marco Antônio do Nascimento

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : Marco Antônio do Nascimento
DATA : 14/08/2019
HORA: 14:00
LOCAL: sala 201, auditório, prédio 20, 2º andar Campus II CEFET-MG
TÍTULO:

Estimation of the Volatility of the Main Latin American Financial Ratios, In Light of the Garch Model 

PALAVRAS-CHAVES:

Volatility, GARCH, Latin America, Stock Exchange Index

PÁGINAS: 52
GRANDE ÁREA: Ciências Sociais Aplicadas
ÁREA: Administração
RESUMO:

The estimation of volatility has become an object of great relevance both for scholars and for professionals in the financial market. The volatility of an asset or index relates to the fluctuations of these assets over time and their correct forecasting is of fundamental importance as a tool for the measurement of market uncertainty.

Thus, the purpose of this paper is to estimate the volatility behavior of the daily return of the main Latin American financial indices over the last 20 years in order to determine risk measures in the capital markets of this region.

To do so, the GARCH model will be used as the focus of the data volatility analysis of the mentioned financial indexes in order to estimate the volatility oscillations over time.

MEMBROS DA BANCA:
Interno - FELIPE DIAS PAIVA
Presidente - JULIANO LIMA PINHEIRO - UFMG
Interna - LUCELIA VIVIANE VAZ RAAD
Externo à Instituição - WAGNER MOURA LAMOUNIER - UFMG