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A arbitragem na Bolsa de valores de São Paulo (B3) e de Madri (BME)
A arbitragem na Bolsa de valores de São Paulo (B3) e de Madri (BME)
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A arbitragem na Bolsa de valores de São Paulo (B3) e de Madri (BME)

Ars iuris salmanticensis, 2018-12, Vol.6 (2), p.89-121 [Peer Reviewed Journal]

(c) Casalini Libri, 50014 Fiesole (Italy) - www.casalini.it ;2018. This work is published under https://creativecommons.org/licenses/by-nc-nd/3.0/es/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2340-5155 ;EISSN: 2340-5155

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ACCOUNTING AND TAX EARNINGS MANAGEMENT THROUGH INTEREST ON CAPITAL IN COMPANIES LISTED ON SAO PAULO STOCK EXCHANGE
ACCOUNTING AND TAX EARNINGS MANAGEMENT THROUGH INTEREST ON CAPITAL IN COMPANIES LISTED ON SAO PAULO STOCK EXCHANGE
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ACCOUNTING AND TAX EARNINGS MANAGEMENT THROUGH INTEREST ON CAPITAL IN COMPANIES LISTED ON SAO PAULO STOCK EXCHANGE

Revista Gestão, finanças e contabilidade, 2018-05, Vol.8 (2), p.101 [Peer Reviewed Journal]

COPYRIGHT 2018 Universidade do Estado da Bahia ;ISSN: 2238-5320 ;EISSN: 2238-5320

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3
Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles
Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles
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Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles

Atlantic review of economics, 2012-01, Vol.1 (1), p.1 [Peer Reviewed Journal]

Copyright Atlantic Review of Economics 2012 ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: http://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: http://dialnet.unirioja.es/info/derechosOAI ;ISSN: 2254-2558 ;ISSN: 2174-3835 ;EISSN: 2174-3835

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Caracterización no lineal y predicción no paramétrica en el IBEX35
Caracterización no lineal y predicción no paramétrica en el IBEX35
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Caracterización no lineal y predicción no paramétrica en el IBEX35

Estudios de economía aplicada, 2007-12, Vol.25 (3)

Copyright Estudios de Economía Aplicada Dec 2007 ;ISSN: 1133-3197 ;EISSN: 1697-5731

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Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes/Higher order stochastic moments and the estimation of implied volatility: Application of Edgeworth expansion over the Black-Scholes' model/Momentos estocásticos de ordem superior e a estimativa da volutilidade implícita: aplicação da expansão de Edgewoth no modelo Black-choles
Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes/Higher order stochastic moments and the estimation of implied volatility: Application of Edgeworth expansion over the Black-Scholes' model/Momentos estocásticos de ordem superior e a estimativa da volutilidade implícita: aplicação da expansão de Edgewoth no modelo Black-choles
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Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes/Higher order stochastic moments and the estimation of implied volatility: Application of Edgeworth expansion over the Black-Scholes' model/Momentos estocásticos de ordem superior e a estimativa da volutilidade implícita: aplicação da expansão de Edgewoth no modelo Black-choles

Estudios gerenciales, 2014-10, Vol.30 (133), p.336 [Peer Reviewed Journal]

Copyright Universidad Icesi Oct-Dec 2014 ;ISSN: 0123-5923

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