Pedro L. Valls Pereira 个人学术档案

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引用	1381	379
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Emerson Fernandes MarçalFGV-EESP在 fgv.br 的电子邮件经过验证
Luiz K. HottaDepartment of Statistics, University of Campinas在 ime.unicamp.br 的电子邮件经过验证
Márcio LauriniFEA-RP USP在 fearp.usp.br 的电子邮件经过验证
Soosung HwangDepatment of Economics, Sungkyunkwan Univeristy在 skku.edu 的电子邮件经过验证
Carlos Trucíos MazaUniversity of Campinas在 unicamp.br 的电子邮件经过验证
Marco BonomoInsper在 insper.edu.br 的电子邮件经过验证
Regina MadalozzoInsper Instituto de Ensino e Pesquisa在 insper.edu.br 的电子邮件经过验证
Adriana SchorInstituto de Relações Internacionais, Universidade de São Paulo在 usp.br 的电子邮件经过验证
Marc HallinUniversité libre de Bruxelles在 ulb.ac.be 的电子邮件经过验证
João Henrique Gonçalves MazzeuUniversidad Carlos III de Madrid在 est-econ.uc3m.es 的电子邮件经过验证
Fernando de holanda barbosaProfessor de Economia, Fundação Getúlio Vargas在 fgv.br 的电子邮件经过验证
Flavio ZiegelmannUniversidade Federal do Rio Grande do Sul在 ufrgs.br 的电子邮件经过验证
Luiz Alvares Rezende de SouzaNumbersTalk在 numberstalk.com.br 的电子邮件经过验证
Marcos Vinicio Wink JuniorProfessor de Economia, Universidade do Estado de Santa Catarina在 udesc.br 的电子邮件经过验证
Mauricio ZevallosDepartment of Statistics, University of Campinas (UNICAMP)在 ime.unicamp.br 的电子邮件经过验证
João MergulhãoSao Paulo School of Economics - FGV在 fgv.br 的电子邮件经过验证
marislei nishijimaProfessora Associada da Universidade de São Paulo在 usp.br 的电子邮件经过验证
Hedibert Freitas LopesProfessor of Statistics and Econometrics - INSPER Institute of Education and Research在 insper.edu.br 的电子邮件经过验证
Osvaldo CandidoCatholic University of Brasilia - UCB在 ucb.br 的电子邮件经过验证
Ronan CunhaEESP在 fgv.br 的电子邮件经过验证

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Pedro L. Valls Pereira

Full Professor at São Paulo School of Economcis and Director of CEQEF at Fundação Getulio Vargas

在 fgv.br 的电子邮件经过验证 - 首页

Forecasting Financial Econometrics Empirical Finance Computational Finance Time Series Econometrics


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Small sample properties of GARCH estimates and persistence S Hwang, PL Valls Pereira The European Journal of Finance 12 (6-7), 473-494, 2006	169	2006
Convergence clubs among Brazilian municipalities E Andrade, M Laurini, R Madalozzo, PLV Pereira Economics Letters 83 (2), 179-184, 2004	113*	2004
Income convergence clubs for Brazilian municipalities: a non-parametric analysis M Laurini, E Andrade, PL Valls Pereira Applied Economics 37 (18), 2099-2118, 2005	103*	2005
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals EF Marçal, PL Valls Pereira, DML Martin, WT Nakamura Applied Economics 43 (19), 2365-2379, 2011	64	2011
How persistent is stock return volatility? an answer with markov regime switching stochastic volatility models S Hwang, SE Satchell, PL Valls Pereira Journal of Business Finance & Accounting 34 (5‐6), 1002-1024, 2007	57*	2007
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching PN Rotta, PL Valls Pereira Applied Economics 48 (25), 2367-2382, 2016	39	2016
APT e variáveis macroeconômicas: Um estudo empírico sobre o mercado acionário brasileiro A Schor, M BONOMO, PLV Pereira Finanças aplicadas ao Brasil 2, 2004	39*	2004
Testing the hypothesis of contagion using multivariate volatility models EF Marçal, PL Valls Pereira Available at SSRN 1373152, 2009	35	2009
Paridade do poder de compra: Testando dados brasileiros EF Marçal, PLV Pereira, OC Santos Filho Revista Brasileira de Economia 57, 159-190, 2003	33	2003
Alternative models to extract asset volatility: a comparative study PLV Pereira, LK Hotta, LAR de Souza, NMCG de Almeida Brazilian review of econometrics 19 (1), 57-109, 1999	33*	1999
Taxa de câmbio real e paridade de poder de compra no Brasil PLV Pereira, M Holland Revista Brasileira de Economia 53 (3), 259-285, 1999	33	1999
A estrutura a termo das taxas de juros no brasil: Testando a hipótese de expectativas EF Marçal, PLV Pereira Instituto de Pesquisa Econômica Aplicada (Ipea), 2007	30	2007
Co-integração: uma resenha com aplicações a séries brasileiras PLV Pereira Brazilian Review of Econometrics 8 (2), 7-29, 1988	30	1988
The effects of structural breaks in ARCH and GARCH parameters on persistence of GARCH models S Hwang, PL Valls Pereira Communications in Statistics—Simulation and Computation 37 (3), 571-578, 2008	25	2008
“Ombro-cabeça-ombro”: Testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro PG Boainain	25*	2007
Modeling and forecasting of realized volatility: evidence from Brazil MVW Junior, PLV Pereira Brazilian Review of Econometrics 31 (2), 315-337, 2011	22*	2011
Effect of outliers on forecasting temporally aggregated flow variables LK Hotta, PLV Pereira, R Ota Test 13, 371-402, 2004	22	2004
Modeling Financial Contagion Using Copula PLV Pereira, RP de Souza Santos Brazilian Review of Finance 9 (3), 335-363, 2011	21*	2011
Closed form formula for the arbitrage free price of an option for the one day interfinancial deposits index CA Viera Neto, PLV Pereira Finance Lab Working Papers, 1999	20*	1999
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach C Trucíos, JHG Mazzeu, M Hallin, LK Hotta, PL Valls Pereira, M Zevallos Journal of Business & Economic Statistics 41 (1), 40-52, 2023	19	2023

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