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Arbitrage Pricing Theory (APT)...
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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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
Alternative Models to extract asset volatility: a comparative study
Pereira, Pedro L. Valls
;
Hotta, L.K.
;
Souza, L.A.R.
-
Insper Instituto de Ensino e Pesquisa
-
1999
Persistent link: https://www.econbiz.de/10005069989
Saved in:
18
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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19
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
Saved in:
20
Conditional Stochastic Kernel Estimation by Nonparametric Methods
Laurini, Márcio P.
;
Valls Pereira, Pedro L.
-
Insper Instituto de Ensino e Pesquisa
-
2007
Persistent link: https://www.econbiz.de/10005069965
Saved in:
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