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~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Schätzung
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Brasilien
44
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38
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38
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Pereira, Pedro L. Valls
27
Laurini, Márcio Poletti
11
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9
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8
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6
Hotta, Luiz K.
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5
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4
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3
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3
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3
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2
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2
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2
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
4
Revista de econometria
4
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3
Pesquisa e planejamento econômico : PPE
3
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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
Missing observations in stochastic difference equation with arma errors
Pereira, Pedro L. Valls
- In:
Revista de econometria
7
(
1987
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10001058448
Saved in:
3
Modelo de previsão do comércio exterior brasileiro
Pereira, Pedro L. Valls
-
1991
Persistent link: https://www.econbiz.de/10000840579
Saved in:
4
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:
5
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:
6
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:
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
A study of the Brazilian business cycles (1900-2012)
Vieira, Heleno Piazentini
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
33
(
2013
)
2
,
pp. 123-143
Persistent link: https://www.econbiz.de/10011538645
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