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Ainda os modelos GARCH
De-Losso, Rodrigo
- In:
Economia aplicada : EA
6
(
2002
)
2
,
pp. 367-409
Persistent link: https://www.econbiz.de/10001715785
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2
Dynamic hedging with stochastic differential utility
De-Losso, Rodrigo
- In:
Brazilian review of econometrics : the review of the …
26
(
2006
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10003590621
Saved in:
3
Deep Haar scattering network in unidimensional pattern recognition problems
Fernandes Neto, Fernando
;
Garcia, Claudio
;
De-Losso, Rodrigo
-
2019
Persistent link: https://www.econbiz.de/10012031141
Saved in:
4
Well-connected short-sellers pay lower loan fees : a market-wide analysis
Chague, Fernando
;
De-Losso, Rodrigo
;
Genaro, Alan de
; …
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 646-670
Persistent link: https://www.econbiz.de/10011751402
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5
Autopsy of a myth: dissecting the anatocism fallacy in amortization systems
De-Losso, Rodrigo
;
Souza Santos, José Carlos de
-
2023
Persistent link: https://www.econbiz.de/10014372612
Saved in:
6
US risk premia under emerging markets constraints
Cavalcante Júnior, Elias
;
Chague, Fernando
;
De-Losso, …
- In:
Journal of empirical finance
67
(
2022
),
pp. 217-230
Persistent link: https://www.econbiz.de/10013464392
Saved in:
7
Purchasing power parity in Brazil : a test for fractional cointegration
Alves, Denisard C. O.
;
Cati, Regina Célia
;
Fava, Vera Lucia
- In:
Applied economics
33
(
2001
)
9
,
pp. 1175-1185
Persistent link: https://www.econbiz.de/10001595343
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