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The effect of overlapping aggregation on time series models : an application to the unemployment rate in Brazil
Hotta, Luiz K. - In: Revista de econometria 12 (1992) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10001144568
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Testes de exogeneidade da moeda para a economia brasileira
Pereira, Pedro L. Valls - In: Pesquisa e planejamento econômico : PPE 18 (1989) 3, pp. 595-614
Persistent link: https://www.econbiz.de/10001067610
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Previsão da produção industrial : indicadores antecedentes e modelos de série temporal
Markwald, Ricardo A. - In: Pesquisa e planejamento econômico : PPE 19 (1989) 2, pp. 233-253
Persistent link: https://www.econbiz.de/10001092077
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Estratégias de investimento em portfólioscom estimativas de alta e baixa domercado financeiro
Pereira, Pedro L. Valls; Oliveira, André Barbosa - In: Revista Brasileira de Finanças : RBFin 19 (2021) 4, pp. 160-185
Persistent link: https://www.econbiz.de/10012804851
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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Testando o poder preditivo do VIX : uma aplicação do modelo de erro multiplicativo
Azevedo, Luis Fernando Pereira; Pereira, Pedro L. Valls - In: Revista Brasileira de Finanças : RBFin 13 (2015) 4, pp. 571-630
Persistent link: https://www.econbiz.de/10011585649
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O conteúdo Informacional das transações, no mercado futuro de câmbio : uma investigação do caso brasileiro
Sulzbach, Vanessa Neumann; Mergulhão, João; Pereira, … - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 7-43
Persistent link: https://www.econbiz.de/10011586128
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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen; Pereira, Pedro L. Valls - In: Applied economics 48 (2016) 25/27, pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; … - 2019
Persistent link: https://www.econbiz.de/10012064776
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Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.; Ziegelmann, Flávio A.; Candido, Osvaldo - In: Journal of time series econometrics 11 (2019) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10012022874