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~subject:"Capital income"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Volatilität"
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Capital income
Portfolio selection
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Volatilität
Brasilien
44
Brazil
44
Theorie
38
Theory
38
Volatility
26
Time series analysis
21
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14
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Pereira, Pedro L. Valls
18
Laurini, Márcio Poletti
12
Valls Pereira, Pedro L.
10
Trucíos, Carlos
7
Hwang, Soosung
4
Marçal, Emerson Fernandes
4
Hallin, Marc
3
Hotta, Luiz K.
3
Mauad, Roberto Baltieri
3
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3
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3
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2
Caldeira, João F.
2
Chaim, Pedro
2
Herwarth Kohn, Maximilian-Benedikt
2
Hotta, Luiz Koodi
2
Mazzeu, João H. G.
2
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1
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1
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1
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1
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1
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1
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1
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1
Veloso, Francisco M.
1
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1
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1
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1
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1
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Applied economics
3
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2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Cass Business School Research Paper
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1
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1
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1
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1
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1
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1
Research in international business and finance
1
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1
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1
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1
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1
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1
R&D activity selection process : building a strategy-aligned R&D portfolio for government and nonprofit organizations
Pereira, Pedro L. Valls
;
Veloso, Francisco M.
- In:
IEEE transactions on engineering management : EM
56
(
2009
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10003853580
Saved in:
2
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
3
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
Saved in:
4
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2365-2379
Persistent link: https://www.econbiz.de/10009379734
Saved in:
5
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/10009627811
Saved in:
6
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
Saved in:
7
Credit shocks and monetary policy in Brazil : a structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva
;
Pereira, Pedro L. …
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011538554
Saved in:
8
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
9
Alternative models to extract asset volatility: a comparative study
Pereira, Pedro L. Valls
(
contributor
)
- In:
Revista de econometria
19
(
1999
)
1
,
pp. 57-109
Persistent link: https://www.econbiz.de/10001609694
Saved in:
10
Paridade do Poder de Compra : testando dados Brasileiros
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Revista brasileira de economia : RBE ; revista da …
57
(
2003
)
1
,
pp. 159-190
Persistent link: https://www.econbiz.de/10001810445
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