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Processo de Meixner : teoria e aplicações no mercado financeiro brasileiro

Barbachan, José Santiago Fajardo; Coutinho, Felipe … - In: Estudos econômicos : publicação trimestral do … 41 (2011) 2, pp. 383-408

Persistent link: https://www.econbiz.de/10009308942

Contornando os pressupostos de Black & Scholes : aplicação do modelo de precificação de opções de duan no mercado Brasileiro

Araújo, Gustavo Silva; Barbedo, Claudio Henrique da … - 2003

Persistent link: https://www.econbiz.de/10002175119

Volatilidade dos índices de ações mid-large cap e small cap : uma investigação a partir de modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigat...

Mól, Anderson - 2015

English Abstract: The aim of this study is to investigate the existence of persistence and asymmetry in the volatility … the disclosure of the structure of propagating the volatility of returns of these two theoretical portfolios can provide … of greater persistence and asymmetry in volatility Small Cap Series The quality criteria used in setting indicated, for …

Persistent link: https://www.econbiz.de/10013024979

INTEGRAÇÃO DOS COMPONENTES ECONÔMICO E HIDROLÓGICO NA MODELAGEM DE ALOCAÇÃO ÓTIMA DE ÁGUA PARA APOIO A GESTÃO DE RECURSOS HÍDRICOS: UMA APLICAÇÃO NA BACIA DO RIO PIRAPAMA...

Moraes, Márcia G. Alcoforado de; Cirilo, José Almir; … - Associação dos Centros de Pós-Graduação em … - 2004

This paper introduces an Integrated Economic-Hydrologic water modeling at the basin scale that can provide essential information for policymakers in resource allocation decisions. The model is applied to the Pirapama river basin, in Pernambuco state, Northeast of Brazil. Includes essential...

Persistent link: https://www.econbiz.de/10005085924

Capital humano e crescimento: impactos diretos e indiretos

Nakabashi, Luciano; Figueiredo, Lízia de - Centro de Desenvolvimento e Planejamento Regional … - 2005

The objective of this study is to evaluate the different channels in which human capital affects income level and growth and to use a proxy of human capital variable that incorporates quantitative and qualitative aspects of this factor. The human capital proxy that will be used is years of...

Persistent link: https://www.econbiz.de/10004968775

Complexidade: Uma revisão dos clássicos

Furtado, Bernardo Alves; Sakowski, Patrícia Alessandra … - 2014

This text was written as part of the project "Modelling of Complex Systems for Public Policy". It reviews the classical authors who jointly contributed to establish the elements of what could constitute a "science of complexity". Based on the original writings of these authors, the text...

Persistent link: https://www.econbiz.de/10011372350

Perspectivas da complexidade para a educação no Brasil

Sakowsk, Patrícia Alessandra Moritai; Tóvolli, Marina … - 2015

Persistent link: https://www.econbiz.de/10011372359

Uma metodologia para simular o Programa Bolsa Família

de Souza, Pedro H. G. F.; Osorio, Rafael G.; Soares, … - 2011

This text describes in detail how to simulate the poverty impacts of changes in the entitlement rules and benefit values of the Bolsa Família Program. This simulation is especially challenging due to: i) the absence of a specific question on Bolsa Família income in the PNAD household survey...

Persistent link: https://www.econbiz.de/10010330559

Teoria de redes complexas e o poder de difusão dos municípios

Mello, Bernardo Assunção; Cajueiro, Daniel Oliveira; … - 2010

This paper aims at contributing to the decision-making regarding the allocation of public resources under the Federal Legislative Power. The focus of the paper was to construct criteria that could help elect the municipal legislative council in each micro-region that has the greatest power of...

Persistent link: https://www.econbiz.de/10010330563

Clusterização espacial e não espacial: Um estudo aplicado à agropecuária brasileira

de Carvalho, Alexandre Ywata; Albuquerque, Pedro … - 2017

Persistent link: https://www.econbiz.de/10011818853

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