E-LIB Suche - Ergebnisse für: Pereira, Pedro L. Valls

1

Forecasting Industrial Production Using Its Aggregated and ..:

de Prince, Diogo ; Marçal, Emerson Fernandes ; Valls Pereira, Pedro L.
Econometrics. 10 (2022) 2 - p. 27 , 2022

2

Robustness and the general dynamic factor model with infini..:

Trucíos, Carlos ; Mazzeu, João H.G. ; Hotta, Luiz K...
International Journal of Forecasting. 37 (2021) 4 - p. 1520-1534 , 2021

Link: https://doi.org/10.1016/..

3

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Trucíos, Carlos ; Mazzeu, João H. G. ; Hallin, Marc...
Journal of Business & Economic Statistics. 41 (2021) 1 - p. 40-52 , 2021

Link: https://doi.org/10.1080/..

4

On the robustness of the principal volatility components:

Trucíos, Carlos ; Hotta, Luiz K. ; Valls Pereira, Pedro L.
Journal of Empirical Finance. 52 (2019) - p. 201-219 , 2019

Link: https://doi.org/10.1016/..

5

Dynamic D-Vine Copula Model with Applications to Value-at-R..:

Tófoli, Paula V. ; Ziegelmann, Flávio A. ; Candido, Osvaldo.
Journal of Time Series Econometrics. 11 (2019) 2 - p. , 2019

Link: https://doi.org/10.1515/..

6

Speculative bubbles and contagion: Analysis of volatility's..:

Herwarth Kohn, Maximilian-Benedikt ; Valls Pereira, Pedro L. ; Zhang, Xibin
Cogent Economics & Finance. 5 (2017) 1 - p. 1411453 , 2017

Link: https://doi.org/10.1080/..

7

Predictability of Equity Models:

Chicaroli, Rodrigo ; Valls Pereira, Pedro L.
Journal of Forecasting. 34 (2015) 6 - p. 427-440 , 2015

Link: https://doi.org/10.1002/..

8

Analysis of contagion from the dynamic conditional correlat..:

Rotta, Pedro Nielsen ; Valls Pereira, Pedro L.
Applied Economics. 48 (2015) 25 - p. 2367-2382 , 2015

Link: https://doi.org/10.1080/..

9

Analysis of the volatility's dependency structure during th..:

Arruda, Bruno P. ; Valls Pereira, Pedro L.
Applied Economics. 45 (2013) 36 - p. 5031-5045 , 2013

Link: https://doi.org/10.1080/..

10

Evaluation of contagion or interdependence in the financial..:

Marçal, Emerson Fernandes ; Valls Pereira, Pedro L. ; Martin, Diógenes Manoel Leiva.
Applied Economics. 43 (2011) 19 - p. 2365-2379 , 2011

Link: https://doi.org/10.1080/..

11

Conditional stochastic kernel estimation by nonparametric m..:

Poletti Laurini, Márcio ; Valls Pereira, Pedro L.
Economics Letters. 105 (2009) 3 - p. 234-238 , 2009

Link: https://doi.org/10.1016/..

12

The Effects of Structural Breaks in ARCH and GARCH Paramete..:

Hwang, Soosung ; Valls Pereira, Pedro L.
Communications in Statistics - Simulation and Computation. 37 (2008) 3 - p. 571-578 , 2008

Link: https://doi.org/10.1080/..

13

How Persistent is Stock Return Volatility? An Answer with M..:

Hwang, Soosung ; Satchell, Steve E. ; Valls Pereira, Pedro L.
Journal of Business Finance & Accounting. 34 (2007) 5-6 - p. 1002-1024 , 2007

Link: https://doi.org/10.1111/..

14

Small sample properties of GARCH estimates and persistence:

Hwang, Soosung ; Valls Pereira, Pedro L.
The European Journal of Finance. 12 (2006) 6-7 - p. 473-494 , 2006

Link: https://doi.org/10.1080/..

15

Income convergence clubs for Brazilian Municipalities: a no..:

Laurini, Márcio ; Andrade, Eduardo ; Valls Pereira, Pedro L.
Applied Economics. 37 (2005) 18 - p. 2099-2118 , 2005

Link: https://doi.org/10.1080/..