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Estratégias de investimento em portfólioscom estimativas de alta e baixa domercado financeiro

Pereira, Pedro L. Valls; Oliveira, André Barbosa - In: Revista Brasileira de Finanças : RBFin 19 (2021) 4, pp. 160-185

Persistent link: https://www.econbiz.de/10012804851

Testando o poder preditivo do VIX : uma aplicação do modelo de erro multiplicativo

Azevedo, Luis Fernando Pereira; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 13 (2015) 4, pp. 571-630

Persistent link: https://www.econbiz.de/10011585649

O conteúdo Informacional das transações, no mercado futuro de câmbio : uma investigação do caso brasileiro

Sulzbach, Vanessa Neumann; Mergulhão, João; Pereira, … - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 7-43

Persistent link: https://www.econbiz.de/10011586128

Portfolio pumping no mercado acionário brasileiro

Orefice, Marcelo de Castro; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 16 (2018) 3, pp. 389-428

Persistent link: https://www.econbiz.de/10012125306

Mudança de regime e efeito ARCH em volatilidade : um estudo dos choques das cotações do petróleo

Oliveira, André Barbosa; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 15 (2017) 2, pp. 197-225

Persistent link: https://www.econbiz.de/10011896829

Bayesian extensions to Diebold-Li term structure model

Laurini, Márcio Poletti; Hotta, Luiz K. - In: International review of financial analysis 19 (2010) 5, pp. 342-350

Persistent link: https://www.econbiz.de/10009272648

New evidence on the role of cognitive skill in economic development

Laurini, Márcio Poletti; de Carvalho Andrade, Eduardo - In: Economics Letters 117 (2012) 1, pp. 123-126

This paper presents new evidence on the role of cognitive skills in promoting economic growth rate, using a within country dataset (Brazilian municipalities’ dataset) and nonparametric kernel regression estimation with mixed data.

Persistent link: https://www.econbiz.de/10011041623

Conditional stochastic kernel estimation by nonparametric methods

Poletti Laurini, Márcio; Valls Pereira, Pedro L. - In: Economics Letters 105 (2009) 3, pp. 234-238

This article generalizes the conditional stochastic kernel developed by Quah (1997, 1998) for multiple and more general conditioning schemes using nonparametric conditional density estimation. We utilize this methodology to analyze conditional convergence in income for Brazilian municipalities...

Persistent link: https://www.econbiz.de/10008474063

Convergence clubs among Brazilian municipalities

Andrade, Eduardo; Laurini, Marcio; Madalozzo, Regina; … - In: Economics Letters 83 (2004) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10005297103

Bayesian extensions to Diebold-Li term structure model

Laurini, Márcio Poletti; Hotta, Luiz Koodi - In: International review of financial analysis 19 (2010) 5, pp. 342-351

Persistent link: https://www.econbiz.de/10008734943