E-LIB Suche - Ergebnisse für: Valls Pereira, Pedro Luiz

1

Análise da inadimplência em um programa sócio-torcedor: o u..:

Borges Monteiro, Vitor ; Valls Pereira, Pedro Luiz
Podium Sport Leisure and Tourism Review. 11 (2022) 1 - p. 145-174 , 2022

Link: https://doi.org/10.5585/..

2

Análise da inadimplência em um programa sócio-torcedor: o u..:

Borges Monteiro, Vitor ; Valls Pereira, Pedro Luiz
https://periodicos.uninove.br/podium/article/view/20124/pdf. , 2022

Link: https://periodicos.unino..

3

Asset Allocation with Markovian Regime Switching: Efficient..:

Oliveira, André Barbosa ; Valls Pereira, Pedro Luiz
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/66264/71716. , 2018

Link: http://bibliotecadigital..

4

Modeling Financial Contagion using Copula ; Modelando Contá..:

Valls Pereira, Pedro Luiz ; de Souza Santos, Ricardo Pires
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/2942/2272. , 2011

Link: http://bibliotecadigital..

5

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/..

6

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/..

7

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/..

8

Modeling and Forecasting of Realized Volatility: Evidence f..:

Wink Junior, Marcos Vinício ; Pereira, Pedro Luiz Valls
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/4056/5823. , 2011

Link: http://bibliotecadigital..

9

Effect of outliers on forecasting temporally aggregated flo..:

Hotta, Luiz K. ; Pereira, Pedro L. Valls ; Ota, Rissa
Test. 13 (2004) 2 - p. 371-402 , 2004

Link: https://doi.org/10.1007/..

10

Paridade do Poder de Compra: Testando Dados Brasileiros:

Marçal, Emerson Fernandes ; Pereira, Pedro Luiz Valls ; Filho, Otaviano Canuto dos Santos
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/834/142. , 2003

Link: http://bibliotecadigital..

11

Comments about the Paper Estimating and Forecasting the Vol..:

Pereira, Pedro Luiz Valls
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2797/1710. , 1999

Link: http://bibliotecadigital..

12

Estimação do hiato do produto via componentes não observado:

Pereira, Pedro Luiz Valls
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/3111/2007. , 1986

Link: http://bibliotecadigital..

13

The estimation of dynamic models with missing observations:

Harvey, A. C ; Pereira, Pedro Luiz Valls
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/3126/2021. , 1985

Link: http://bibliotecadigital..

14

Variáveis "dummies" em regressão: uma consideração metodoló..:

Pereira, Pedro Luiz Valls
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/3137/2033. , 1984

Link: http://bibliotecadigital..

15

Forecasting Conditional Covariance Matrices in High-Dimensi..:

Trucíos, Carlos ; Mazzeu, João Henrique Gonçalves ; Hallin, Marc...
uri/info:doi/10.1080/07350015.2021.1996380. , 2021

Link: http://hdl.handle.net/20..