//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Income convergence clubs for B...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Volatilität
Yield curve
Brasilien
44
Brazil
44
Theorie
38
Theory
38
Volatility
26
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
14
ARCH-Modell
14
Estimation
13
Forecasting model
13
Prognoseverfahren
13
Zinsstruktur
12
Estimation theory
10
Portfolio selection
10
Portfolio-Management
10
Schätztheorie
10
Bildungsökonomik
9
Capital income
9
Kapitaleinkommen
9
Stochastic process
9
Stochastischer Prozess
9
Bildungsabschluss
8
Economics of education
7
Markov chain
7
Markov-Kette
7
signaling model
7
Correlation
6
Educational attainment
6
Geldpolitik
6
Korrelation
6
Monetary policy
6
Monte Carlo simulation
6
Qualifikation
6
USA
6
United States
6
Bayes-Statistik
5
more ...
less ...
Online availability
All
Free
18
Undetermined
12
Type of publication
All
Article
32
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
40
Portuguese
4
Author
All
Laurini, Márcio Poletti
17
Pereira, Pedro L. Valls
17
Valls Pereira, Pedro L.
10
Marçal, Emerson Fernandes
7
Trucíos, Carlos
6
Hotta, Luiz K.
5
Hwang, Soosung
4
Mauad, Roberto Baltieri
4
Hallin, Marc
3
Zevallos, Mauricio
3
Aiube, Fernando Antônio Lucena
2
Caldeira, João F.
2
Chaim, Pedro
2
Herwarth Kohn, Maximilian-Benedikt
2
Hotta, Luiz Koodi
2
Mazzeu, João H. G.
2
Abraham, Kuruvilla Joseph
1
Alves, Cássio Roberto de Andrade
1
Arruda, Bruno P.
1
Figueiredo, Erik
1
Fonseca, Marcelo Gonçalves da Silva
1
Lima, Elcyon Caiado Rocha
1
Lopes, Hedibert Freitas
1
Mariani, Lucas Argentieri
1
Martin, Diógenes Manoel Leiva
1
Mazzeu, João Henrique Gonçalves
1
Moreira, Ajax
1
Moura, Marcelo
1
Nacinben, João Pedro Coli de Souza Monteneri
1
Nakamura, Wilson Toshiro
1
Ohashi, Alberto
1
Oliveira, Andre
1
Pereira, Luis Fernando
1
Portugal, Marcelo Savino
1
Rotta, Pedro Nielsen
1
Santos Filho, Otaviano Canuto dos
1
Satchell, Stephen
1
Wink Junior, Marcos Vinício
1
Ziegelmann, Flávio A.
1
de Prince, Diogo
1
more ...
less ...
Published in...
All
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
4
Applied economics
3
Pesquisa e planejamento econômico : PPE
3
Journal of forecasting
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Cass Business School Research Paper
1
Cogent economics & finance
1
ECARES working paper
1
Econometrics : open access journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finance research letters
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of time series econometrics
1
Research in international business and finance
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
Revista de econometria
1
Série de trabalhos para discussão
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of income and wealth : journal of the International Association for Research in Income and Wealth
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
A estrutura a termo das taxas de juros no Brasil : testando a hipótese de expectativas racionais
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
- In:
Pesquisa e planejamento econômico : PPE
37
(
2007
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10003507373
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
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->