Search Results - person:"Souza, Adriano Mendonça de"

Can the Heston model forecast energy generation? : a systematic literature review

Reichert, Bianca; Souza, Adriano Mendonça de - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 289-295

Persistent link: https://www.econbiz.de/10013175052

Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity

Souza, Francisca Mendonça; Ramser, Claudia Aline de Souza - In: Annals of financial economics 18 (2023) 2, pp. 1-51

Persistent link: https://www.econbiz.de/10014442610

The effects of shocks on the dismissal in the electro-electronics sector : evidence from Brazil

Ueda, Renan Mitsuo; Souza, Adriano Mendonça de; Silva, … - In: International journal of economics and business … 23 (2022) 4, pp. 527-548

Persistent link: https://www.econbiz.de/10013253533

Control chart based on residues : is a good methodology to detect outliers?

Guarnieri, Jean Paulo; Souza, Adriano Mendonça de; … - In: Journal of industrial engineering international 15 (2019), pp. 119-130

The purpose of this article is to evaluate the application of forecasting models along with the use of residual control charts to assess production processes whose samples have autocorrelation characteristics. The main objective is to determine the efficiency of control charts for individual...

Persistent link: https://www.econbiz.de/10012164581

The estimation gain in the usage of fractional integration to forecast a vacancy houses level series

Amorin, Anderson Luis Walker; Souza, Adriano Mendonça de; … - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 25-32

Persistent link: https://www.econbiz.de/10011311313