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Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market
Schor, A.; Bonomo, M.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005086213
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Switching Regime in Volatility: the SWGARCH Models
Almeida, N.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1999
Persistent link: https://www.econbiz.de/10005086214
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SWGARCH Models an application to IBOVESPA
Almeida, N.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005086216
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Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models.
Mollica, M; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2001
Persistent link: https://www.econbiz.de/10005086218
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Nonlinear Models in Finance: previsibility of financial markets and applications to risk management
Da Luz Correa, M. M. R.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1998
Persistent link: https://www.econbiz.de/10005086220
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Small Sample Properties of GARCH Estimates and Persistence
Hwang. S.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005086234
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Modeling the Term Structure of Interest Rate
Viera Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005086237
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Markovian Switch Models: applications to financial time series
Rabi Jr, L.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005086238
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Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
Viera Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112649
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Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index
Viera Neto, C. A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1999
Persistent link: https://www.econbiz.de/10005112659