Este artigo apresenta um resumo dos principais resultados da teoria de integragco e cointegragco fraccional. Apesar do conceito de integragco fraccional ter sido objecto de particular interesse em diferentes areas do conhecimento, ss muito recentemente este passou a merecer a atengco dos...

This paper develops a framework to nonparametrically test whether discretevalued irregularly-spaced financial transactions data follow a Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some...

We present twelve propositions constituting a contribution to a contingency view of time in organizations and synthesize apparently opposite perspectives of time. To articulate them, we relate the planning, action and improvisation strategic orientations to the dependent, independent and...

This study uses structural equation modeling to test a model of the impact of human resource management bundles on perceived organizational performance and innovation performance, on a large sample of companies. Strategic management orientation and innovation as a strategic factor are proposed...

We consider a two-player game in which one player can take a costly action (i.e., to provide a favor) that is bene¯cial to the other. The game is in¯nitely repeated and each player is equally likely to be the one who can provide the favor in each period. In this context, equality matching is...

We present a simple proof of existence of subgame perfect equilibria in games with perfect information.

We present two simple proofs of existence of subgame perfect equi- libria in continuous games with perfect information.

This paper studies the credibility of the currency peg of Cape Verde (CV) by assessing the impact of economic fundamentals, our explanatory variables, on the stochastic properties of Exchange Market Pressure (EMP), the dependent variable, using EGARCH-M models. Our EMP descriptive analysis finds...