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Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003)
Laurini, M.; Andrade, E; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005112640
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Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica
Laurini, Márcio; Andrade, Eduardo; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005112643
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Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
Schor, A.; Bonomo, M.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1998
Persistent link: https://www.econbiz.de/10005112648
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Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
Viera Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112649
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Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index
Viera Neto, C. A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1999
Persistent link: https://www.econbiz.de/10005112659
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Uma Resenha sobre os Principais Resultados da Teoria de Martingals aplicada à Avaliação de Derivativos em Mercados Completos e Livre de Arbitragem
Vieira Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112660
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Convergence Clubs Among Brazilian Municipalities
Andrade, Eduardo.; Laurini, Márcio; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005069955
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Testing Convergence Across Municipalities in Brazil Using Quantile Regression
Andrade, Eduardo; Laurini, Márcio; Madalozzo, Regina; … - Insper Instituto de Ensino e Pesquisa - 2002
Persistent link: https://www.econbiz.de/10005069975
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How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations
Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005069994
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Switching Regimes Models for financial time series: an empirical study for trading rules
Almeida, N.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005069996