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Publisher : fundacao getulio vargas

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Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models

Authors : Rosemeire de Olanda Ferraz; Luiz Koodi Hotta

Subjects: Estimation; General Computer Science; State-space representation

Source: Brazilian Review of Econometrics. 27:223

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Academic Journal

Empirical evidence on convergence across Brazilian States

Authors : Lima, Luiz Renato; Notini, Hilton Hostalácio; Gomes, Fábio Augusto Reis

Subjects: Growth Model; Stochastic Convergence; Long Memory

Source: Revista Brasileira de Economia. June 2010 64(2)

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Academic Journal

Empirical evidence on convergence across Brazilian States

Authors : Luiz Renato Lima; Hilton Hostalácio Notini; Fábio Augusto Reis Gomes

Subjects: Growth Model; Stochastic Convergence; Long Memory

Source: Revista Brasileira de Economia, Vol 64, Iss 2, Pp 135-160 (2010)

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On the predictability of high and low prices: The case of Bitcoin

Authors : Leandro Maciel; Rosangela Ballini

Subjects: Market capitalization; Cryptocurrency; Cointegration

Source: Brazilian Review of Finance. 17:66

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Previsão de value-at-risk e expected shortfall para mercados emergentes usando modelos FIGARCH

Authors : Antonio Carlos Figueiredo Pinto; Marcelo Cabus Klotzle; Alex Sandro Monteiro de Moraes

Subjects: Expected shortfall; Autoregressive conditional heteroskedasticity; Long memory

Source: Brazilian Review of Finance. 13:394

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Modeling and Forecasting the Volatility of Gas Futures Prices

Authors : Carlos Patrício Samanez; Larissa de Oliveira Resende; Tara Keshar Nanda Baidya

Subjects: Econometrics; Economics; General Medicine

Source: Brazilian Review of Finance. 15:511

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Investigação da memória de longo prazo na taxa de câmbio no Brasil

Authors : Benjamin Miranda Tabak; Daniel O. Cajueiro; Sergio Rubens Stancato de Souza

Subjects: dependência de longo prazo; lcsh:HB71-74; Análise R/S

Source: Revista Brasileira de Economia, Vol 60, Iss 2, Pp 193-209 (2006)Repositório Institucional da UCBUniversidade Católica de Brasília (UCB)instacron:UCBRepositório

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An analysis of the degrees of persistence of inflation, inflation expectations and Real interest rate in Brazil

Authors : Silva, Cleomar Gomes da; Leme, Maria Carolina da Silva

Subjects: Inflation Persistence; Monetary Policy; Time Series Analysis

Source: Revista Brasileira de Economia. September 2011 65(3)

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Non-stationary Gaussian ARFIMA processes: Estimation and application

Authors : Valdério Anselmo Reisen; Sílvia R. C. Lopes; B. P. Olbermann

Subjects: General Computer Science; Series (mathematics); Degree (graph theory)

Source: Brazilian Review of Econometrics. 22:103

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An analysis of the degrees of persistence of inflation, inflation expectations and Real interest rate in Brazil

Authors : Maria Carolina da Silva Leme; Cleomar Gomes da Silva

Subjects: Inflation; lcsh:HB71-74; media_common.quotation_subject

Source: Revista Brasileira de Economia, Volume: 65, Issue: 3, Pages: 289-302, Published: SEP 2011Revista Brasileira de Economia v.65 n.3 2011Revista Brasileira de EconomiaFundação Getulio

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