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Caldeira, João Frois
133  Ergebnisse:
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1

CAPM - MARKOV SWITCHING E KALMAN FILTER: UMA APLICAÇÃO AOS ..:

Tavares, Ricardo De Souza ; Caldeira, João Frois
Análise Econômica.  39 (2021)  80 - p. , 2021
Link: https://doi.org/10.22456..
 
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2

Testing for mean reversion in Bitcoin returns with Gibbs-sa..:

Turatti, Douglas Eduardo ; Mendes, Fernando Henrique P.S. ; Caldeira, João Frois
Finance Research Letters.  34 (2020)  - p. 101252 , 2020
Link: https://doi.org/10.1016/..
 
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3

Solving the index tracking problem based on a convex reform..:

Sant'Anna, Leonardo Riegel ; de Oliveira, Alan Delgado ; Filomena, Tiago Pascoal.
Finance Research Letters.  37 (2020)  - p. 101356 , 2020
Link: https://doi.org/10.1016/..
 
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4

It's all in the timing again: simple active portfolio strat..:

Tavares, Ricardo de Souza ; Caldeira, João Frois ; Raimundo Júnior, Gerson de Souza
Applied Economics Letters.  29 (2020)  2 - p. 118-122 , 2020
Link: https://doi.org/10.1080/..
 
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5

Lasso-based index tracking and statistical arbitrage long-s..:

Sant'Anna, Leonardo Riegel ; Caldeira, João Frois ; Filomena, Tiago Pascoal
The North American Journal of Economics and Finance.  51 (2020)  - p. 101055 , 2020
Link: https://doi.org/10.1016/..
 
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6

Cryptocurrencies: formation of returns from the CRIX index:

Tavares, Ricardo de Souza ; Caldeira, João Frois ; Raimundo Júnior, Gerson de Souza
Applied Economics Letters.  28 (2020)  8 - p. 691-695 , 2020
Link: https://doi.org/10.1080/..
 
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7

Sincronização de ciclos econômicos na América Latina: crise..:

Lemos Lima, Renata ; Frois Caldeira, João
Revista de Economia.  42 (2021)  79 - p. 625 , 2021
Link: https://doi.org/10.5380/..
 
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8

Forecasting the Term Structure of Interest Rates of the BRI..:

Frois Caldeira, João ; Gupta, Rangan ; Suleman, Muhammad Tahir.
Emerging Markets Finance and Trade.  57 (2020)  15 - p. 4312-4329 , 2020
Link: https://doi.org/10.1080/..
 
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9

Investigating the use of statistical process control charts..:

Riegel Sant'Anna, Leonardo ; Pascoal Filomena, Tiago ; Frois Caldeira, João.
Journal of the Operational Research Society.  70 (2019)  10 - p. 1622-1638 , 2019
Link: https://doi.org/10.1080/..
 
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10

Portfolio selection: Decision making based on performance p..:

Tavares, Ricardo de Souza ; Caldeira, João Frois
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/80598/77800.  , 2020
Link: http://bibliotecadigital..
 
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11

Evidence of Bull and Bear Markets in the Bovespa index: An ..:

Mendes, Fernando Henrique de Paula e Silva ; Caldeira, João Frois ; Moura, Guilherme Valle
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/56135/71718.  , 2018
Link: http://bibliotecadigital..
 
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12

Lasso-based index tracking and statistical arbitrage long-s..:

Sant'anna, Leonardo Riegel ; Caldeira, João Frois ; Filomena, Tiago Pascoal
Encontro de Economia da Região Sul - ANPEC/SUL 2018 (21. : maio 2018 : Curitiba, BR-PR). Anais. . [recurso eletrônico]. Niterói, RJ : ANPEC, 2018..  , 2018
Link: http://hdl.handle.net/10..
 
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13

Risk parity in the brazilian market:

Souza, Pierre O. de ; Filomena, Tiago Pascoal ; Caldeira, João Frois..
Economics bulletin. Nashville. Vol. 37, n. 3 (2017), 13 p..  , 2017
Link: http://hdl.handle.net/10..
 
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14

Effects of IFRS on accounting information quality : evidenc..:

Silva Junior, Julio Cesar Araujo da ; Caldeira, João Frois ; Torrent, Hudson da Silva
International Journal of Economics and Finance. Toronto, Canada. Vol. 9, no. 5 (May 2017), p. 44-57.  , 2017
Link: http://hdl.handle.net/10..
 
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15

Effects of IFRS on accounting information quality : evidenc..:

Silva Junior, Julio Cesar Araujo da ; Caldeira, João Frois ; Torrent, Hudson da Silva
International Journal of Economics and Finance. Toronto, Canada. Vol. 9, no. 5 (May 2017), p. 44-57.  , 2017
Link: http://hdl.handle.net/10..
 
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