Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F

This paper studies the applicability of time series models as a decision tool of buy and sell orders of live cattle futures contracts in the Brazilian Futures Market (BM&F), on dates close to expiration. The models considered are: ARIMA, Neural Networks and Dynamic Linear Models – DLM (this in t...

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Bibliographic Details
Main Authors: Aureliano Angel Bressan, João Eustáquio de Lima
Format: Artigo
Language:Inglês
Published: Universidade Federal de Minas Gerais 2009-05-01
Series:Nova Economia
Subjects:
Previsão de preços, tomada de decisão, mercados futuros, modelos de séries temporais.
Online Access:http://revistas.face.ufmg.br/index.php/novaeconomia/article/view/396
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