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~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
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Pereira, Pedro L. Valls
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Asset allocation with Markovian regime switching : efficient frontier and tangent portfolio with regime switching
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012129068
Saved in:
2
A study of the Brazilian business cycles (1900-2012)
Vieira, Heleno Piazentini
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 123-143
Persistent link: https://www.econbiz.de/10011538645
Saved in:
3
Credit shocks and monetary policy in Brazil : a structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva
;
Pereira, Pedro L. …
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011538554
Saved in:
4
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
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