Análise de propriedades das séries temporais dos ativos que compõem o índice IBOVESPA
DOI:
https://doi.org/10.18226/23185279.v9iss2p05Abstract
Diversas características das séries temporais financeiras são de interesse tanto do ponto de vista acadêmico, onde pretende-se analisar a dinâmica dos dados e suas propriedades numéricas, bem como de investidores, que por sua vez utilizam-se desse conhecimento na intensão de obter lucro em suas transações financeiras. Através da aplicação de diversas ferramentas de análise, fazendo uso de uma capacidade de computação massiva, foram avaliados os ativos que compõem o índice IBOVESPA, quanto suas propriedades numéricas e estatísticas. Dada a relevância e abrangência das séries temporais analisadas, os resultados obtidos a partir desta análise podem servir como base para a caracterização das séries temporais financeiras.
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