Access Statistics for Leonardo Rocha Souza

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data	0	0	0	0	6	12	29	286
A note on Chambers's "long memory and aggregation in macroeconomic time series"	0	0	4	38	0	0	7	124
Convex Combinations of Long Memory Estimates from Different Sampling Rates	0	0	3	25	1	4	16	148
Evaluating the performance of GARCH models using White´s Reality Check	2	2	18	241	4	8	48	639
Forecasting Electricity Demand Using Generalized Long Memory	4	10	26	262	8	19	54	555
Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil	1	4	17	195	3	8	64	748
Modeling and forecasting the volatility of Brazilian asset returns	0	2	9	48	0	5	28	132
Temporal Aggregation and Bandwidth Selection in Estimating Long Memory	0	2	6	44	1	3	9	130
The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes	0	0	7	59	2	13	90	549
Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data	0	0	2	33	0	0	5	120
Valuing Interest Rates Derivatives	0	0	0	1	2	3	11	350
Total Working Papers	7	20	92	946	27	75	361	3,781

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A NOTE ON CHAMBERS'S "LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES"	0	0	2	15	1	4	15	105
Bias in the memory parameter for different sampling rates	0	0	4	17	0	0	9	75
Convex combinations of long memory estimates from different sampling rates	0	0	1	2	1	2	9	24
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study	0	0	2	11	0	0	4	57
Electricity rationing and public response	2	3	5	19	3	6	19	67
Forecasting electricity demand using generalized long memory	0	2	11	59	2	6	24	167
Temporal Aggregation and Bandwidth selection in estimating long memory	1	3	9	14	2	5	14	31
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data	0	0	2	20	1	1	11	79
Why Aggregate Long Memory Time Series?	2	4	12	19	3	7	26	47
Total Journal Articles	5	12	48	176	13	31	131	652

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2009-11-04