A study on the volatility of the returns of the Vale and the Bovespa index using time series techniques

• Grant number: 10/16698-9
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: March 01, 2011
• End date: February 29, 2012
• Field of knowledge: Applied Social Sciences - Economics - Quantitative Methods Applied to Economics
• Principal Investigator: Sandra Cristina de Oliveira
• Grantee: Maurício Endo Higuchi
• Host Institution: Universidade Estadual Paulista (UNESP). Campus de Tupã. Tupã , SP, Brazil