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Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 191-216
Persistent link: https://www.econbiz.de/10010077046
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Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 21 (2001) 2, pp. 355-383
Persistent link: https://www.econbiz.de/10009089423
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Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Maral, Emerson Fernandes; Valls Pereira, Pedro L.; … - In: Applied economics 43 (2011) 19, pp. 2365-2380
Persistent link: https://www.econbiz.de/10009181371
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Analysis of the volatilitys dependency structure during the subprime crisis
Arruda, Bruno P.; Valls Pereira, Pedro L. - In: Applied economics 45 (2013) 36, pp. 5031-5045
Persistent link: https://www.econbiz.de/10010182661
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Convergence clubs among Brazilian municipalities
Andrade, Eduardo; Laurini, Márcio; Madalozzo, Regina; … - In: Economics letters 83 (2004) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10006757779
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Conditional stochastic kernel estimation by nonparametric methods
Poletti Laurini, Márcio; Valls Pereira, Pedro L. - In: Economics letters 105 (2009) 3, pp. 234-238
Persistent link: https://www.econbiz.de/10008326867
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How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models
Hwang, Soosung; Satchell, Steve E.; Valls Pereira, Pedro L. - In: Journal of business finance & accounting : JBFA 34 (2007) 5, pp. 1002
Persistent link: https://www.econbiz.de/10007750908
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Income convergence clubs for Brazilian Municipalities: a non-parametric analysis
Laurini, Márcio; Andrade, Eduardo; Valls Pereira, Pedro L. - In: Applied economics 37 (2005) 18, pp. 2099-2118
Persistent link: https://www.econbiz.de/10007638824
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Conditional stochastic kernel estimation by nonparametric methods
Poletti Laurini, Márcio; Valls Pereira, Pedro L. - In: Economics letters 105 (2009) 3, pp. 234-239
Persistent link: https://www.econbiz.de/10008895701
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Small sample properties of GARCH estimates and persistence
Hwang, Soosung; Valls Pereira, Pedro - In: The European journal of finance 12 (2006) 6, pp. 473-494
Persistent link: https://www.econbiz.de/10007293828