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Decomposing and Simulating the Movements of Term Structures of Interest Rates in Emerging Eurobond Markets
Almeida, Caio Ibsen Rodrigues de; Marcos Duarte Jr, Antonio - In: The journal of fixed income 8 (1998) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10007354590
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Interest rate risk measurement in Brazilian sovereign markets
Almeida, Caio; Duarte Júnior, Antonio Marcos; … - In: Estudos econômicos : publicação trimestral do … 34 (2004) 2, pp. 321-344
Persistent link: https://www.econbiz.de/10002119957
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Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets
Almeida, Caio - In: The journal of fixed income 8 (1998) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10001246660
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Restricted Kalman filtering revisited
Pizzinga, Adrian; Fernandes, Cristiano Augusto Coelho; … - In: Journal of econometrics 144 (2008) 2, pp. 428-429
Persistent link: https://www.econbiz.de/10003774658
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State space models for dynamic style analysis of portfolios
Pizzinga, Adrian; Fernandes, Cristiano Augusto Coelho - In: Brazilian review of econometrics : the review of the … 26 (2006) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10003590515
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Methodological procedure for estimating Brazilian quarterly GDP series
Cerqueira, Luiz Fernando; Pizzinga, Adrian; Fernandes, … - In: International advances in economic research : IAER ; an … 15 (2009) 1, pp. 102-114
Persistent link: https://www.econbiz.de/10003813447
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Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Journal of forecasting 34 (2015) 8, pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
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Forecasting surrender rates using elliptical copulas and financial variables
Neves, César; Fernandes, Cristiano Augusto Coelho; … - In: North American actuarial journal 18 (2014) 2, pp. 343-362
Persistent link: https://www.econbiz.de/10011338999
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An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina; Street, Alexandre; Valladão, Davi; … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
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A score-driven model of short-term demand forecasting for retail distribution centers
Hoeltgebaum, Henrique; Borenstein, Denis; Fernandes, … - In: Journal of retailing 97 (2021) 4, pp. 715-725
Persistent link: https://www.econbiz.de/10013270715