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Forecasting the yield curve: t...
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Ruiz, Esther
156
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46
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39
Caldeira, João
20
Carnero, M. Angeles
18
Peña, Daniel
18
Pérez, Ana
18
Pascual, Lorenzo
17
Poncela, Pilar
15
Nogales, Francisco J.
13
Broto, Carmen
12
Moura, Guilherme Valle
12
Romo, Juan
12
Moura, Guilherme V.
11
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10
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8
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8
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6
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5
Gil-Bazo, Javier
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3
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3
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2
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ECONIS (ZBW)
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11
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
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12
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
13
Estimação da estrutura a termo da curva de juros no Brasil através de modelos paramétricos e não paramétricos
Caldeira, João F.
- In:
Análise econômica : revista da Faculdade de Ciências …
29
(
2011
),
pp. 95-122
Persistent link: https://www.econbiz.de/10010411815
Saved in:
14
Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
Saved in:
15
Inferência bayesiana aplicada ao modelo dinâmico de Nelson-Siegel com volatilidade estocástica nos fatores
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
-
2010
Persistent link: https://www.econbiz.de/10008806542
Saved in:
16
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
- In:
Brazilian review of econometrics : BRE ; the review of …
30
(
2010
)
1
,
pp. 123-161
Persistent link: https://www.econbiz.de/10009704732
Saved in:
17
Análise de estilo dinâmica de fundos multimercados : aplicação para o mercado brasileiro
Schutt, Isabel Gaio
;
Caldeira, João F.
- In:
Análise econômica : revista da Faculdade de Ciências …
34
(
2016
)
65
,
pp. 101-129
Persistent link: https://www.econbiz.de/10011548384
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18
Inflação implícita e o prêmio pelo risco : uma alternativa aos modelos VAR na previsão para o IPCA
Caldeira, João F.
;
Furlani, Luiz G. C.
- In:
Estudos econômicos : publicação trimestral do …
43
(
2013
)
4
,
pp. 627-645
Persistent link: https://www.econbiz.de/10011456135
Saved in:
19
Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms
Loncan, Tiago Rodrigues
;
Caldeira, João F.
- In:
Estudos econômicos : publicação trimestral do …
45
(
2015
)
4
,
pp. 859-895
Persistent link: https://www.econbiz.de/10011458121
Saved in:
20
Selection of minimum variance portfolio using intraday data : an empirical comparison among different realized measures for BM&FBovespa data
Borges, Bruna K.
;
Caldeira, João F.
;
Ziegelmann, Flávio A.
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011538801
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