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1
A score-driven model of short-term demand forecasting for retail distribution centers
Hoeltgebaum, Henrique
;
Borenstein, Denis
;
Fernandes, …
- In:
Journal of retailing
97
(
2021
)
4
,
pp. 715-725
Persistent link: https://www.econbiz.de/10013270715
Saved in:
2
Restricted Kalman filtering revisited
Pizzinga, Adrian
;
Fernandes, Cristiano Augusto Coelho
; …
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 428-429
Persistent link: https://www.econbiz.de/10003774658
Saved in:
3
Interest rate risk measurement in Brazilian sovereign markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
Estudos econômicos : publicação trimestral do …
34
(
2004
)
2
,
pp. 321-344
Persistent link: https://www.econbiz.de/10002119957
Saved in:
4
State space models for dynamic style analysis of portfolios
Pizzinga, Adrian
;
Fernandes, Cristiano Augusto Coelho
- In:
Brazilian review of econometrics : the review of the …
26
(
2006
)
1
,
pp. 31-66
Persistent link: https://www.econbiz.de/10003590515
Saved in:
5
Methodological procedure for estimating Brazilian quarterly GDP series
Cerqueira, Luiz Fernando
;
Pizzinga, Adrian
;
Fernandes, …
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
1
,
pp. 102-114
Persistent link: https://www.econbiz.de/10003813447
Saved in:
6
Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha
;
Fernandes, Cristiano Augusto Coelho
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
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7
Forecasting surrender rates using elliptical copulas and financial variables
Neves, César
;
Fernandes, Cristiano Augusto Coelho
; …
- In:
North American actuarial journal
18
(
2014
)
2
,
pp. 343-362
Persistent link: https://www.econbiz.de/10011338999
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8
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
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9
Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets
Almeida, Caio
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001246660
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10
Forecasting longevity gains for a population with short time series using a structural SUTSE model : an application to Brazilian annuity plans
Neves, César da Rocha
;
Fernandes, Cristiano Augusto Coelho
- In:
North American actuarial journal
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011721323
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