Covariâncias

   lambda          0.94
data inicial  7/23/2007
 data final   7/31/2008

             Ibovespa   Global 40    Dólar     Nasdaq    Dow Jones   pre001     pre021     pre042     pre063     pre126     pre189     pre252     pre504    cupom021   cupom042   cupom063   cupom126   cupom189   cupom252   cupom504
  Ibovespa    0.0061438  0.0006545  0.0010257  0.0023053  0.0019832  0.0000006  0.0000002  0.0000005  0.0000006 -0.0000007 -0.0000013 -0.0000043 -0.0000236 -0.0000121 -0.0000097 -0.0000092 -0.0000093 -0.0000111 -0.0000144 -0.0000167
 Global 40    0.0006545  0.0000910  0.0001411  0.0003091  0.0002625  0.0000001  0.0000000  0.0000000 -0.0000001 -0.0000003 -0.0000004 -0.0000005 -0.0000020 -0.0000013 -0.0000010 -0.0000010 -0.0000010 -0.0000012 -0.0000016 -0.0000021
   Dólar      0.0010257  0.0001411  0.0002639  0.0005102  0.0004956  0.0000001  0.0000000  0.0000001  0.0000000 -0.0000001 -0.0000001 -0.0000007 -0.0000051 -0.0000015 -0.0000010 -0.0000010 -0.0000011 -0.0000016 -0.0000029 -0.0000061
   Nasdaq     0.0023053  0.0003091  0.0005102  0.0041906  0.0011711  0.0000003  0.0000000  0.0000002  0.0000001  0.0000002  0.0000005 -0.0000005 -0.0000074 -0.0000086 -0.0000072 -0.0000079 -0.0000080 -0.0000104 -0.0000141 -0.0000278
 Dow Jones    0.0019832  0.0002625  0.0004956  0.0011711  0.0015648  0.0000003 -0.0000001  0.0000002  0.0000002  0.0000005  0.0000013  0.0000005 -0.0000057 -0.0000062 -0.0000054 -0.0000060 -0.0000055 -0.0000072 -0.0000092 -0.0000166
   pre001     0.0000006  0.0000001  0.0000001  0.0000003  0.0000003  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000
   pre021     0.0000002  0.0000000  0.0000000  0.0000000 -0.0000001  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000
   pre042     0.0000005  0.0000000  0.0000001  0.0000002  0.0000002  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000
   pre063     0.0000006 -0.0000001  0.0000000  0.0000001  0.0000002  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000
   pre126    -0.0000007 -0.0000003 -0.0000001  0.0000002  0.0000005  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000001  0.0000001  0.0000001  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000 -0.0000001
   pre189    -0.0000013 -0.0000004 -0.0000001  0.0000005  0.0000013  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000002  0.0000002  0.0000003  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000 -0.0000001
   pre252    -0.0000043 -0.0000005 -0.0000007 -0.0000005  0.0000005  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000002  0.0000003  0.0000007  0.0000001  0.0000001  0.0000001  0.0000001  0.0000001  0.0000001 -0.0000001
   pre504    -0.0000236 -0.0000020 -0.0000051 -0.0000074 -0.0000057  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000007  0.0000033  0.0000003  0.0000003  0.0000003  0.0000004  0.0000003  0.0000003  0.0000000
  cupom021   -0.0000121 -0.0000013 -0.0000015 -0.0000086 -0.0000062  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000011  0.0000011  0.0000011  0.0000011  0.0000011  0.0000011  0.0000012
  cupom042   -0.0000097 -0.0000010 -0.0000010 -0.0000072 -0.0000054  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000011  0.0000011  0.0000011  0.0000011  0.0000011  0.0000012  0.0000012
  cupom063   -0.0000092 -0.0000010 -0.0000010 -0.0000079 -0.0000060  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000011  0.0000011  0.0000011  0.0000011  0.0000012  0.0000012  0.0000013
  cupom126   -0.0000093 -0.0000010 -0.0000011 -0.0000080 -0.0000055  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000004  0.0000011  0.0000011  0.0000011  0.0000012  0.0000013  0.0000013  0.0000015
  cupom189   -0.0000111 -0.0000012 -0.0000016 -0.0000104 -0.0000072  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000011  0.0000011  0.0000012  0.0000013  0.0000014  0.0000015  0.0000018
  cupom252   -0.0000144 -0.0000016 -0.0000029 -0.0000141 -0.0000092  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000000  0.0000001  0.0000003  0.0000011  0.0000012  0.0000012  0.0000013  0.0000015  0.0000017  0.0000023
  cupom504   -0.0000167 -0.0000021 -0.0000061 -0.0000278 -0.0000166  0.0000000  0.0000000  0.0000000  0.0000000 -0.0000001 -0.0000001 -0.0000001  0.0000000  0.0000012  0.0000012  0.0000013  0.0000015  0.0000018  0.0000023  0.0000044