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Biblioteca Digital de Tesis y Disertaciones de la Universidad de São Paulo
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Bienvenido al  Portal de la Biblioteca Digital de Tesis y Disertaciones de la Universidad de São Paulo. Enlaces solamente en portugués no son traducidos.
 

Disertación de Maestría

Predictive distribution of a stock price: Bayesian time series model and Black &...
Oliveira, Natália Lombardi de

We present two different approaches to obtain a probability density function for the stocks future price: a predictive distribution, based on a Bayesian time series model, and the implied distribution,...

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