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A note on Chambers's "long memory and aggregation in macroeconomic time series"

Souza, Leonardo Rocha - FGV/EPGE Escola Brasileira de Economia e Finanças, … - 2003

Persistent link: https://www.econbiz.de/10005550819

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/10005429021

Modeling and forecasting the volatility of Brazilian asset returns: A realized variance approach

Carvalho, Marcelo R. C.; Freire, Marco Aurélio; … - 2006

The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns standardized by volatilities is not...

Persistent link: https://www.econbiz.de/10011807354

Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

Souza, Leonardo R.; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502

Persistent link: https://www.econbiz.de/10006962941

Bias in the memory parameter for different sampling rates

Souza, Leonardo R.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 2, pp. 299-314

Persistent link: https://www.econbiz.de/10006974887

Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 20 (2004) 3, pp. 487-502

Persistent link: https://www.econbiz.de/10005418617

Bias in the memory parameter for different sampling rates

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 2, pp. 299-313

Persistent link: https://www.econbiz.de/10005428879

Evaluating the forecasting performance of GARCH models using White´s Reality Check

Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. - 2002

Persistent link: https://www.econbiz.de/10011807281

Capacidades y oportunidades para el desarrollo de la industria aeronáutica en Querétaro

Villavicencio, Daniel; Hernández, Juana; Souza, Leonardo - In: La industria aeroespacial : complejidad productiva e …, (pp. 49-92). 2013

Persistent link: https://www.econbiz.de/10010423138

Valuing Interest Rates Derivatives

Souza, Leonardo; Raposo, Gustavo - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005345696