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Search: person:"PEREIRA, PEDRO LUIZ VALLS"
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Forecast
Brasilien
20
Brazil
20
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17
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15
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15
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12
Volatilität
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Pereira, Pedro L. Valls
4
Hallin, Marc
2
Hotta, Luiz K.
2
Mazzeu, João H. G.
2
Trucíos, Carlos
2
Hwang, Soosung
1
Satchell, Stephen
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Wink Junior, Marcos Vinício
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
ECARES working paper
1
International journal of forecasting
1
Journal of business finance & accounting : JBFA
1
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ECONIS (ZBW)
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On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
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2
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
3
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:
4
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
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