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Search: person:"Souza, Leonardo Rocha"
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Souza, Leonardo Rocha
30
Soares, Lacir Jorge
8
Veiga, Alvaro
5
Medeiros, Marcelo C.
3
Smith, Jeremy
3
Carvalho, Marcelo R. C.
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Freire, Marco Aurélio
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Souza, Reinaldo Castro
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Souza, Reinaldo Castro de
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
7
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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ECONIS (ZBW)
17
RePEc
11
OLC EcoSci
2
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Modeling and forecasting the volatility of Brazilian asset returns : a realized variance approach
Carvalho, Marcelo R. C.
;
Freire, Marco Aurélio
; …
-
2006
Persistent link: https://www.econbiz.de/10003390374
Saved in:
2
A Note on Chambers' 'Long Memory and Aggregation in Macroeconomic Time Series'
Souza, Leonardo Rocha
-
2005
Persistent link: https://www.econbiz.de/10014063745
Saved in:
3
Temporal Aggregation and Bandwidth Selection in Estimating Long Memory
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005110522
Saved in:
4
Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil
Souza, Leonardo Rocha
;
Soares, Lacir Jorge
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005110532
Saved in:
5
The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005124843
Saved in:
6
Forecasting Electricity Demand Using Generalized Long Memory
Soares, Lacir Jorge
;
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005062291
Saved in:
7
Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data
Veiga, Alvaro
;
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005407469
Saved in:
8
Convex Combinations of Long Memory Estimates from Different Sampling Rates
Souza, Leonardo Rocha
;
Smith, Jeremy
;
Souza, Reinaldo …
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005407479
Saved in:
9
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
-
FGV/EPGE Escola Brasileira de Economia e Finanças, …
-
2003
Persistent link: https://www.econbiz.de/10005550819
Saved in:
10
Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669748
Saved in:
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