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12 months |
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A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
258 |

A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
11 |
1 |
3 |
5 |
38 |

A Combinatorial Approach to Piecewise Linear Time Series Analysis |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
715 |

A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais |
0 |
0 |
2 |
33 |
1 |
2 |
8 |
52 |

A Flexible Coefficient Smooth Transition Time Series Model |
0 |
0 |
0 |
226 |
1 |
3 |
11 |
1,488 |

A Note on Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
22 |
2 |
2 |
5 |
68 |

A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries |
0 |
1 |
4 |
268 |
2 |
4 |
12 |
622 |

ARCO: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
0 |
2 |
16 |
3 |
18 |
35 |
80 |

Adaptative LASSO estimation for ARDL models with GARCH innovations |
0 |
0 |
1 |
50 |
1 |
2 |
5 |
71 |

Arco: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
2 |
6 |
65 |
1 |
5 |
31 |
71 |

Are There Multiple Regimes in Financial Volatility? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
208 |

Asymmetric effects and long memory in the volatility of Dow Jones stocks |
0 |
0 |
0 |
160 |
1 |
1 |
5 |
448 |

Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
1 |
1 |
3 |
131 |

Asymmetry and Leverage in Realized Volatility |
0 |
0 |
1 |
16 |
0 |
0 |
7 |
71 |

Asymmetry and Leverage in Realized Volatility |
0 |
0 |
1 |
39 |
0 |
0 |
7 |
97 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
25 |
0 |
1 |
8 |
81 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
77 |
0 |
3 |
10 |
111 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
1 |
20 |
0 |
1 |
10 |
110 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
28 |
1 |
1 |
10 |
118 |

Asymmetry and leverage in realized volatility |
0 |
0 |
1 |
71 |
1 |
1 |
9 |
107 |

Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
0 |
1 |
76 |
0 |
0 |
3 |
114 |

Bagging Constrained Equity Premium Predictors |
0 |
1 |
3 |
40 |
0 |
1 |
4 |
67 |

Building Neural Network Models for Time Series: A Statistical Approach |
0 |
0 |
0 |
1,097 |
0 |
0 |
2 |
2,596 |

Building neural network models for time series: A statistical approach |
0 |
0 |
0 |
2,760 |
0 |
1 |
11 |
6,805 |

Currency Risk in Brazil under Two Different Exchange Rate Regimes |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,130 |

Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
26 |

Diagnostic Checking in a Flexible Nonlinear Time Series Model |
0 |
0 |
0 |
77 |
2 |
2 |
2 |
828 |

ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS |
0 |
0 |
1 |
48 |
0 |
1 |
4 |
159 |

Economic gains of realized volatility in the Brazilian stock market |
1 |
1 |
1 |
53 |
2 |
5 |
7 |
33 |

Estimating High-Dimensional Time Series Models |
0 |
2 |
5 |
39 |
1 |
5 |
15 |
97 |

Estimating High-Dimensional Time Series Models |
0 |
1 |
6 |
148 |
1 |
6 |
33 |
316 |

Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
69 |

Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
1 |
24 |
1 |
1 |
4 |
65 |

Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
1 |
2 |
54 |
2 |
3 |
12 |
74 |

Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
1 |
1 |
38 |
1 |
2 |
5 |
40 |

Evaluating the performance of GARCH models using White´s Reality Check |
0 |
0 |
0 |
313 |
0 |
0 |
0 |
862 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
1 |
1 |
18 |
0 |
1 |
8 |
66 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
44 |
0 |
0 |
7 |
113 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
1 |
72 |
1 |
3 |
11 |
150 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
86 |
0 |
0 |
10 |
143 |

Forecasting Realized Volatility with Linear and Nonlinear Univariate Models |
0 |
0 |
1 |
80 |
0 |
0 |
3 |
119 |

Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
0 |
1 |
196 |
0 |
0 |
3 |
472 |

Formação de preços de commodities: padrões de vinculação dos preços internos ao externos |
0 |
1 |
1 |
146 |
0 |
1 |
5 |
767 |

Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
89 |

Let´s do it again: bagging equity premium predictors |
0 |
0 |
0 |
8 |
2 |
2 |
5 |
34 |

Linear Programming-Based Estimators in Simple Linear Regression |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
259 |

Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination |
0 |
0 |
1 |
757 |
0 |
0 |
9 |
1,440 |

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
0 |
240 |
2 |
4 |
11 |
1,465 |

Linearity Testing Against a Fuzzy Rule-based Model |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
65 |

Local-global neural networks: a new approach for nonlinear time series modelling |
0 |
0 |
0 |
185 |
0 |
0 |
3 |
481 |

Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging |
0 |
0 |
0 |
98 |
0 |
0 |
5 |
244 |

Modeling and forecasting the volatility of Brazilian asset returns |
0 |
0 |
1 |
79 |
0 |
2 |
5 |
248 |

Modeling and predicting the CBOE market volatility index |
0 |
0 |
5 |
78 |
3 |
7 |
37 |
145 |

Modeling and predicting the CBOE market volatility index |
0 |
0 |
5 |
542 |
4 |
10 |
29 |
1,530 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
23 |
1 |
1 |
8 |
128 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
67 |
0 |
0 |
6 |
116 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
63 |
3 |
3 |
7 |
122 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
1 |
64 |
1 |
1 |
10 |
141 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
52 |
1 |
4 |
10 |
110 |

Modelling and forecasting short-term electricity load: a two step methodology |
0 |
0 |
0 |
297 |
0 |
0 |
3 |
679 |

Modelling exchange rates: smooth transitions, neural networks, and linear models |
0 |
0 |
0 |
450 |
0 |
0 |
1 |
1,029 |

Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model |
0 |
0 |
0 |
303 |
0 |
0 |
3 |
622 |

Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables |
0 |
0 |
0 |
78 |
0 |
0 |
8 |
199 |

Moment-based estimation of smooth transition regression models with endogenous variables |
1 |
1 |
1 |
70 |
1 |
2 |
6 |
239 |

Moment-bases estimation of smooth transition regression models with endogenous variables |
0 |
0 |
0 |
64 |
1 |
2 |
7 |
177 |

Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function |
0 |
0 |
1 |
435 |
1 |
1 |
9 |
1,774 |

Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
33 |
3 |
3 |
9 |
104 |

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
0 |
2 |
81 |
0 |
0 |
3 |
92 |

O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio |
0 |
1 |
2 |
28 |
0 |
2 |
4 |
52 |

Price Discovery in Brazilian FX Markets |
3 |
3 |
7 |
40 |
4 |
7 |
17 |
108 |

Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? |
0 |
0 |
2 |
7 |
0 |
0 |
3 |
23 |

Realized volatility: a review |
0 |
0 |
1 |
847 |
0 |
0 |
14 |
1,709 |

Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process |
0 |
0 |
1 |
80 |
0 |
0 |
3 |
256 |

Statistical methods for modelling neural networks |
0 |
0 |
1 |
849 |
0 |
1 |
5 |
2,194 |

Structure and Asymptotic theory for Nonlinear Models with GARCH Errors |
0 |
0 |
0 |
37 |
0 |
0 |
8 |
63 |

The impact of macroeconomic announcements in the Brazilian futures markets |
0 |
1 |
2 |
37 |
1 |
3 |
6 |
62 |

The perils of Counterfactual Analysis with Integrated Processes |
0 |
0 |
1 |
34 |
0 |
1 |
6 |
30 |

The perils of counterfactual analysis with integrated processes |
0 |
0 |
2 |
84 |
1 |
2 |
11 |
22 |

Three-structured smooth transition regression models based on CART algorithm |
0 |
0 |
0 |
303 |
0 |
2 |
8 |
1,057 |

What are the effects of forecasting linear time series with neural networks |
0 |
0 |
1 |
187 |
1 |
1 |
6 |
490 |

l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations |
0 |
0 |
2 |
58 |
3 |
4 |
8 |
116 |

Total Working Papers |
5 |
18 |
87 |
13,559 |
60 |
146 |
646 |
37,770 |