IDEAS home Printed from https://ideas.repec.org/p/osf/socarx/8qgyu_v1.html
   My bibliography  Save this paper

Séries Temporais: Análise do Índice Bovespa 2020

Author

Listed:
  • Filho, Clovis Rodrigues Cavalcanti
  • Ribeiro, Lucas Daniel Gomes
  • Gonçalves, Maria Gabriela Bezerra Nascimento

Abstract

Utilizando-se de séries temporais este artigo realiza uma análise do Índice Bovespa o principal indicador de desempenho das ações negociadas na Bolsa de Valores brasileira IBovespa (B3) do ano de 2020, o conjunto de dados correspondeu aos meses de janeiro a setembro o que se totalizou 180 dados levando em consideração as variações do índice ao longo do tempo, essa pesquisa possibilita entender o comportamento dinâmico do ativo ou mesmo de um mercado de ações. A natureza da pesquisa enquadra-se como tecnológica uma vez que conhecimentos básicos são aplicados e novos conhecimentos são gerados como resultado do processo de pesquisa. Levando em consideração que a teoria do mercado é eficiente, concluiu-se que, não se mostra adequada a utilização de modelos Autoregressive Moving Average (ARMA) ou Autoregressive Integrated Moving Average (ARIMA) para previsão dos dados.

Suggested Citation

  • Filho, Clovis Rodrigues Cavalcanti & Ribeiro, Lucas Daniel Gomes & Gonçalves, Maria Gabriela Bezerra Nascimento, 2022. "Séries Temporais: Análise do Índice Bovespa 2020," SocArXiv 8qgyu_v1, Center for Open Science.
    • Handle: RePEc:osf:socarx:8qgyu_v1
    DOI: 10.31219/osf.io/8qgyu_v1
    as

    Download full text from publisher

    File URL: https://osf.io/download/62d423d7588bb92f62b86fed/
    Download Restriction: no
    File URL: https://libkey.io/10.31219/osf.io/8qgyu_v1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:socarx:8qgyu_v1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://arabixiv.org .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.