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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005550819
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The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes
Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005124843
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Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data
Veiga, Alvaro; Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005407469
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Convex Combinations of Long Memory Estimates from Different Sampling Rates
Souza, Leonardo Rocha; Smith, Jeremy; Souza, Reinaldo … - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005407479
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Forecasting Electricity Demand Using Generalized Long Memory
Soares, Lacir Jorge; Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005062291
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Temporal Aggregation and Bandwidth Selection in Estimating Long Memory
Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005110522
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Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil
Souza, Leonardo Rocha; Soares, Lacir Jorge - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003
Persistent link: https://www.econbiz.de/10005110532