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Search: person:"Ziegelmann, Flávio A."
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Ziegelmann, Flávio A.
20
Figueiredo, Erik
5
Ziegelmann, Flavio A.
5
Candido, Osvaldo
2
Pereira, Pedro L. Valls
2
Santos, Douglas Gomes dos
2
Silva Filho, Osvaldo Candido da
2
Souza, Wallace Patrick Santos de Farias
2
Torrent, Hudson S.
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Bartels, Mariana
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Borges, Bruna K.
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Caldeira, João F.
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Chen, Yining
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Filho, Osvaldo C. Silva
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Gavronski, Pedro Gerhardt
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Martins-Filho, Carlos
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Ricco, Rafael
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
Economia aplicada : EA
2
Insurance / Mathematics & economics
2
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2
Revista Brasileira de Finanças : RBFin
2
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2
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1
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1
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1
Finance research letters
1
International journal of economics and finance
1
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1
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1
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1
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1
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1
Quantitative Finance
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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1
Realized semicovariances : empirical applications to volatility forecasting and portfolio optimization
Ricco, Rafael
;
Ziegelmann, Flávio A.
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 99-122
Persistent link: https://www.econbiz.de/10014442583
Saved in:
2
O impacto do comércio internacional sobre as condições de saúde : uma abordagem estrutural
Souza, Wallace Patrick Santos de Farias
;
Ziegelmann, …
- In:
Revista brasileira de economia : RBE ; publicação de …
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014444765
Saved in:
3
Robust nonparametric frontier estimation in two steps
Chen, Yining
;
Torrent, Hudson S.
;
Ziegelmann, Flávio A.
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 612-634
Persistent link: https://www.econbiz.de/10014321657
Saved in:
4
Uma nota sobre o prêmio salarial em empresas exportadoras brasileiras
Souza, Wallace Patrick Santos de Farias
;
Ziegelmann, …
- In:
Revista brasileira de economia : RBE ; publicação de …
74
(
2020
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10012294878
Saved in:
5
Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
Saved in:
6
Selection of minimum variance portfolio using intraday data : an empirical comparison among different realized measures for BM&FBovespa data
Borges, Bruna K.
;
Caldeira, João F.
;
Ziegelmann, Flávio A.
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011538801
Saved in:
7
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
8
Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA
Santos, Douglas G.
;
Ziegelmann, Flavio A.
- In:
Journal of Forecasting
33
(
2014
)
4
,
pp. 284-299
Persistent link: https://www.econbiz.de/10010888739
Saved in:
9
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
10
Local exponential frontier estimation
Martins-Filho, Carlos
;
Torrent, Hudson S.
;
Ziegelmann, …
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 171-216
Persistent link: https://www.econbiz.de/10011538656
Saved in:
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