@incollection{,
	
					
					
					CB89A3751F885F0F7A4089CE02DDDFF7
				,
	author={{Antonio Carlos FigueiredoPinto} and {PontifAcia Universidade CatAlica do Rio de Janeiro/IAG}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1311719
}

@book{b0,
	
	
		,
	title={{Relatório Anual 2012 do Bovespa}}
		,
	author={{
			Bmf&bovespa
		}}
		
		
			,
	year={2012. August 08. 2013}
		
	

}

@incollection{b1,
	
	
		,
	title={{Generalized Autoregressive Conditional Heteroskedasticity}}
		,
	author={{
			TBollerslev
		}}
	
	
		,
	journal={{Journal of Econometrics}}
		
			31
			
			,
	year={1986}
		
	

}

@book{b2,
	
	
		,
	title={{Modelo Genetic-Neural para Otimização de Carteiras com Opções Financeiras no Mercado brasileiro}}
		,
	author={{
			MCCaspary
		}}
		
		
			,
	year={2011. 2011}
		
		
			Pontifícia Universidade Católica do Rio de Janeiro
		
	
	,
	note={Dissertação de Mestrado}

}

@incollection{b3,
	
	
		,
	title={{Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation}}
		,
	author={{
			RFEngle
		}}
	
	
		,
	journal={{Econometrica}}
		
			50
			
			,
	year={1982}
		
	

}

@incollection{b4,
	
	
		,
	title={{Forecasting Volatility. Financial Markets}}
		,
	author={{
			SFiglewski
		}}
	
	
		,
	journal={{Institutions & Instruments}}
		
			6
			
			,
	year={1997}
		
	

}

@book{b5,
	
	
		,
	title={{Essentials of Econometrics}}
		,
	author={{
			DNGujarati
		}}
		
			,
	year={2005}
			,
	publisher={McGraw-Hill}
			,
	address={New York}
		
	

}

@book{b6,
	
	
		,
	title={{Advanced Option Pricing Models}}
		,
	author={{
			JOKatz
		} and {
			DLCornick
		}}
		
		
			,
	year={2005}
			,
	publisher={McGraw-Hill}
			,
	address={New York}
		
	

}

@incollection{b7,
	
	
		,
	title={{Modelagem e Previsão de Volatilidade Determinística e Estocástica para a Série do Ibovespa}}
		,
	author={{
			IA CMorais
		} and {
			MSPortugal
		}}
		
	
	
		,
	journal={{Estudos Econômicos (IPE/USP)}}
		
			29
			
			,
	year={1999}
		
	

}

@incollection{b8,
	
	
		,
	title={{Conditional Heteroskedasticity in Assets Returns: A new approach}}
		,
	author={{
			DNelson
		}}
	
	
		,
	journal={{Econometrica}}
		
			12
			
			,
	year={1991}
		
	

}

@book{b9,
	
	
		,
	title={{Essentials of Stochastic Finance: Facts, Models, Theory}}
		,
	author={{
			ANShiryaev
		}}
		
			,
	year={1999}
			,
	publisher={World Scientific Publishing Co. Pte. Ltd}
			,
	address={Singapore}
		
	

}

@book{b10,
	
	
		,
	title={{Forecasting volatility in equity, bond and money markets: A Market-based Approach. 21st Australasian Finance and Branking Conference}}
		,
	author={{
			KWang
		}}
		
		
			,
	year={2007. 2008}
		
	

}