Access Statistics for Eva Ferreira

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Loss of structural balance in stock markets 1 1 1 14 1 1 1 15
Nonparametric estimation of conditional beta pricing models 0 0 0 39 0 0 0 164
Optimal Dynamic Resource Allocation to Prevent Defaults 0 0 0 6 0 1 1 16
The Hedging Cost of Forgetting the Exchange Rate 0 0 0 11 0 0 2 16
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 1 27 0 0 1 107
Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo 0 0 1 51 0 1 5 225
Total Working Papers 1 1 3 148 1 3 10 543


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on cointegration and control 0 0 0 7 0 0 0 39
An algorithm to estimate time-varying parameter SURE models under different types of restriction 0 0 0 49 0 0 1 198
An empirical comparison of the performance of alternative option pricing models 0 0 0 135 0 0 1 513
Beyond Single-Factor Affine Term Structure Models 0 0 0 21 0 0 1 76
Conditional beta pricing models: A nonparametric approach 0 0 1 27 0 0 1 145
Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness 0 0 0 0 0 0 0 2
Economic Sentiment and Yield Spreads in Europe 0 0 0 40 0 0 0 126
Gender implicit bias and glass ceiling effects 0 0 4 6 0 0 16 30
Growth curve models with non‐stationary errors 1 1 1 2 1 1 2 12
Kernel regression estimates of growth curves using nonstationary correlated errors 0 0 0 10 0 0 0 57
Length of time spent in Chapter 11 bankruptcy: a censored partial regression model 0 0 1 114 1 1 3 880
Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model 0 0 1 47 0 0 2 176
Nonparametric estimation of time varying parameters under shape restrictions 0 0 0 75 0 0 2 237
Nonparametric methods for estimating and testing for constant betas in asset pricing models 1 1 1 5 2 2 2 37
Regulace nabídky peněz prostřednictvím monetární báze 0 0 0 94 0 0 0 681
Semiparametric approaches to signal extraction problems in economic time series 0 0 0 13 0 0 0 62
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness 0 0 0 0 0 0 1 4
Testing for Differences Between Conditional Means in a Time Series Context 0 0 0 38 0 0 0 101
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 2 2 3 5 3 4 6 15
Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management* 0 0 0 6 0 0 2 18
Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerías de Terranova 0 0 0 30 0 0 0 229
Using M-type smoothing splines to estimate the spectral density of a stationary time series 0 0 0 11 0 0 0 49
Variable Bandwidth Kernel Estimators of the Spectral Density 0 0 0 0 0 0 0 3
Why are there time-varying comovements in the European stock market? 0 0 0 2 0 0 0 10
Total Journal Articles 4 4 12 737 7 8 40 3,700


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Elementos de Probabilidad y Estadística 0 0 0 0 1 1 7 395
Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak 0 0 0 0 0 1 5 230
Total Books 0 0 0 0 1 2 12 625


Statistics updated 2025-02-05