| Article ID: | iaor19992762 |
| Country: | Portugal |
| Volume: | 18 |
| Issue: | 2 |
| Start Page Number: | 207 |
| End Page Number: | 213 |
| Publication Date: | Dec 1998 |
| Journal: | Investigao Operacional |
| Authors: | Soares Lacir J., Medeiros Marcelo C. |
The goal of this work is to investigate the returns of the TELEBRÁS PN asset, negotiated at the São Paulo stock market, and to fit two different volatility models: RiskMetrics™ and GARCH(1,1).