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
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
Why aggregate long memory time...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
10
Time series analysis
9
Brasilien
8
Brazil
7
Estimation theory
4
Kapitaleinkommen
4
Prognoseverfahren
4
Schätztheorie
4
Theorie
4
Theory
4
ARCH-Modell
3
Aggregation
3
Capital income
3
Econometrics
3
Electricity
3
Elektrizität
3
Energieprognose
3
Energy forecast
3
Forecasting model
3
Ökonometrie
3
ARCH model
2
Aktienmarkt
2
GARCH models
2
Long memory
2
Monte Carlo
2
Volatilität
2
bootstrap
2
financial econometrics
2
forecasting
2
moving average
2
reality check
2
riskmetrics
2
time seris
2
volatility
2
1995-2001
1
2001
1
Bandwidth
1
Bias
1
Convex combination
1
Correlation
1
more ...
less ...
Online availability
All
Free
14
Undetermined
7
Type of publication
All
Article
24
Book / Working Paper
23
Type of publication (narrower categories)
All
Working Paper
11
Arbeitspapier
9
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
27
Undetermined
19
Spanish
1
Author
All
Souza, Leonardo Rocha
29
Souza, Leonardo
10
Veiga, Alvaro
10
Smith, Jeremy
8
Soares, Lacir Jorge
8
Medeiros, Marcelo C.
7
Souza, Leonardo R.
5
Rocha Souza, Leonardo
3
Carvalho, Marcelo R. C.
2
Freire, Marco Aurélio
2
Jorge Soares, Lacir
2
Carvalho, MArcelo
1
Freire, MArco Aurelio
1
Hernández, Juana
1
Medeiros, Marcelo Cunha
1
Raposo, Gustavo
1
Souza, Reinaldo
1
Souza, Reinaldo Castro
1
Souza, Reinaldo Castro de
1
Veiga, Álvaro
1
Villavicencio, Daniel
1
more ...
less ...
Institution
All
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
7
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
2
Society for Computational Economics - SCE
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Published in...
All
Economics Working Papers (Ensaios Economicos da EPGE)
7
Ensaios econômicos
7
International journal of forecasting
5
International Journal of Forecasting
3
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
Energy economics
2
International economic review
2
Texto para discussão
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Textos para discussão
2
The European journal of finance
2
Computational Statistics
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2003
1
Econometric Reviews
1
Econometric reviews
1
Energy Economics
1
International Economic Review
1
Journal of Time Series Analysis
1
La industria aeroespacial : complejidad productiva e institucional
1
The European Journal of Finance
1
more ...
less ...
Source
All
RePEc
20
ECONIS (ZBW)
17
OLC EcoSci
8
EconStor
2
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
Saved in:
2
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
Saved in:
3
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
4
Forecasting electricity demand using generalized long memory
Soares, Lacir Jorge
;
Souza, Leonardo Rocha
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10003283937
Saved in:
5
Electricity rationing and public response
Souza, Leonardo Rocha
;
Soares, Lacir Jorge
- In:
Energy economics
29
(
2007
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10003441833
Saved in:
6
Using irregulary spaced returns to estimate multi-factor models : applications to Brazilian equity data
Veiga, Alvaro
;
Souza, Leonardo Rocha
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 605-626
Persistent link: https://www.econbiz.de/10003382857
Saved in:
7
Modeling and forecasting the volatility of Brazilian asset returns : a realized variance approach
Carvalho, Marcelo R. C.
;
Freire, Marco Aurélio
; …
-
2006
Persistent link: https://www.econbiz.de/10003390374
Saved in:
8
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Souza, Leonardo Rocha
;
Smith, Jeremy
- In:
International journal of forecasting
20
(
2004
)
3
,
pp. 487-502
Persistent link: https://www.econbiz.de/10002169227
Saved in:
9
Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10003120205
Saved in:
10
A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha
- In:
International economic review
46
(
2005
)
3
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
