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~subject:"Capital income"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Volatilität"
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Capital income
Schätzung
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Volatilität
Brasilien
44
Brazil
44
Theorie
38
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26
Time series analysis
21
Zeitreihenanalyse
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Pereira, Pedro L. Valls
25
Laurini, Márcio Poletti
20
Valls Pereira, Pedro L.
10
Trucíos, Carlos
7
Hotta, Luiz K.
6
Hallin, Marc
4
Hwang, Soosung
4
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4
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3
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3
Zevallos, Mauricio
3
Aiube, Fernando Antônio Lucena
2
Caldeira, João F.
2
Chaim, Pedro
2
Herwarth Kohn, Maximilian-Benedikt
2
Mazzeu, João H. G.
2
Mazzeu, João Henrique Gonçalves
2
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2
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2
Ziegelmann, Flávio A.
2
de Carvalho Andrade, Eduardo
2
de Castro, Luciano I.
2
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1
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1
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1
Mascolo, João L.
1
Monteiro, Rogério da Costa
1
Moreira, Ajax
1
Morettin, Pedro A.
1
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1
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Pesquisa e planejamento econômico : PPE
4
Applied economics
3
Revista de econometria
3
Brazilian review of econometrics : the review of the Brazilian Econometric Society
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2
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1
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1
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1
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1
International review of economics & finance : IREF
1
International review of financial analysis
1
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1
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1
Journal of empirical finance
1
Journal of statistical and econometric methods
1
Research in international business and finance
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
São Paulo School of Economics Working Paper, 2018
1
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Texto para discussão / Fundação Centro de Estudos do Comércio Exterior
1
The European journal of finance
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The review of income and wealth : journal of the International Association for Research in Income and Wealth
1
Working papers series in theoretical and applied economics
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1
Co-integração e suas representações : uma resenha
Pereira, Pedro L. Valls
- In:
Revista de econometria
11
(
1991
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10001133312
Saved in:
2
Modelo de previsão do comércio exterior brasileiro
Pereira, Pedro L. Valls
-
1991
Persistent link: https://www.econbiz.de/10000840579
Saved in:
3
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:
4
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:
5
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:
6
Predictability of equity models
Chicaroli, Rodrigo
;
Pereira, Pedro L. Valls
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 427-440
Persistent link: https://www.econbiz.de/10011342711
Saved in:
7
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:
8
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:
9
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:
10
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
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