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Last month |
3 months |
12 months |
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A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
11 |
1 |
2 |
7 |
41 |

A (semi-)parametric functional coefficient autoregressive conditional duration model |
0 |
0 |
0 |
87 |
0 |
0 |
5 |
260 |

A Combinatorial Approach to Piecewise Linear Time Series Analysis |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
716 |

A Estabilidade da Desigualdade no Brasil entre 2006 e 2012: resultados adicionais |
0 |
1 |
1 |
34 |
0 |
3 |
8 |
56 |

A Flexible Coefficient Smooth Transition Time Series Model |
0 |
0 |
0 |
226 |
2 |
7 |
17 |
1,497 |

A Note on Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
22 |
1 |
2 |
9 |
73 |

A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries |
0 |
0 |
1 |
268 |
0 |
4 |
12 |
628 |

ARCO: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
0 |
2 |
17 |
4 |
10 |
49 |
99 |

Adaptative LASSO estimation for ARDL models with GARCH innovations |
0 |
3 |
4 |
53 |
0 |
5 |
10 |
77 |

Arco: an artificial counterfactual approach for high-dimensional panel time-series data |
0 |
2 |
6 |
69 |
2 |
12 |
45 |
102 |

Are There Multiple Regimes in Financial Volatility? |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
212 |

Asymmetric effects and long memory in the volatility of Dow Jones stocks |
0 |
0 |
0 |
160 |
1 |
2 |
9 |
453 |

Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility |
0 |
0 |
0 |
62 |
1 |
1 |
6 |
134 |

Asymmetry and Leverage in Realized Volatility |
0 |
0 |
0 |
39 |
0 |
3 |
5 |
102 |

Asymmetry and Leverage in Realized Volatility |
0 |
0 |
0 |
16 |
2 |
4 |
5 |
76 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
25 |
2 |
5 |
13 |
92 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
77 |
0 |
3 |
13 |
121 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
28 |
0 |
2 |
8 |
125 |

Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
1 |
20 |
1 |
3 |
13 |
120 |

Asymmetry and leverage in realized volatility |
0 |
0 |
1 |
71 |
3 |
4 |
8 |
112 |

Asymptotic Theory for Regressions with Smoothly Changing Parameters |
0 |
1 |
1 |
77 |
0 |
2 |
3 |
117 |

Bagging Constrained Equity Premium Predictors |
0 |
2 |
5 |
42 |
0 |
6 |
10 |
73 |

Building Neural Network Models for Time Series: A Statistical Approach |
0 |
0 |
0 |
1,097 |
2 |
3 |
9 |
2,603 |

Building neural network models for time series: A statistical approach |
0 |
0 |
1 |
2,761 |
0 |
2 |
12 |
6,813 |

Currency Risk in Brazil under Two Different Exchange Rate Regimes |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,131 |

Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013 |
0 |
0 |
1 |
9 |
0 |
1 |
4 |
29 |

Diagnostic Checking in a Flexible Nonlinear Time Series Model |
0 |
0 |
0 |
77 |
1 |
2 |
5 |
831 |

ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS |
0 |
0 |
1 |
48 |
0 |
3 |
7 |
163 |

Economic gains of realized volatility in the Brazilian stock market |
0 |
0 |
1 |
53 |
0 |
2 |
11 |
37 |

Estimating High-Dimensional Time Series Models |
0 |
1 |
4 |
149 |
0 |
4 |
32 |
326 |

Estimating High-Dimensional Time Series Models |
0 |
0 |
3 |
39 |
2 |
3 |
18 |
103 |

Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
0 |
24 |
3 |
3 |
5 |
68 |

Estimating Strategic Complementarity in a State-Dependent Pricing Model |
0 |
0 |
0 |
14 |
1 |
3 |
6 |
73 |

Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
1 |
3 |
55 |
1 |
2 |
10 |
78 |

Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice |
0 |
0 |
1 |
38 |
1 |
1 |
3 |
41 |

Evaluating the performance of GARCH models using White´s Reality Check |
0 |
0 |
0 |
313 |
1 |
4 |
5 |
867 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
1 |
18 |
0 |
2 |
6 |
70 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
86 |
0 |
3 |
7 |
148 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
44 |
0 |
3 |
7 |
119 |

Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
1 |
72 |
0 |
3 |
14 |
156 |

Forecasting Realized Volatility with Linear and Nonlinear Univariate Models |
0 |
0 |
0 |
80 |
1 |
2 |
3 |
122 |

Forecasting realized volatility models:the benefits of bagging and nonlinear specifications |
0 |
0 |
2 |
197 |
1 |
3 |
8 |
477 |

Formação de preços de commodities: padrões de vinculação dos preços internos ao externos |
0 |
0 |
1 |
146 |
0 |
1 |
3 |
768 |

Let's Do It Again: Bagging Equity Premium Predictors |
0 |
0 |
0 |
89 |
3 |
3 |
5 |
93 |

Let´s do it again: bagging equity premium predictors |
0 |
0 |
1 |
9 |
1 |
3 |
8 |
38 |

Linear Programming-Based Estimators in Simple Linear Regression |
0 |
0 |
0 |
54 |
2 |
3 |
5 |
262 |

Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination |
0 |
0 |
3 |
759 |
2 |
2 |
13 |
1,447 |

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination |
0 |
0 |
0 |
240 |
1 |
1 |
13 |
1,469 |

Linearity Testing Against a Fuzzy Rule-based Model |
0 |
0 |
1 |
17 |
1 |
4 |
6 |
69 |

Local-global neural networks: a new approach for nonlinear time series modelling |
0 |
0 |
0 |
185 |
2 |
3 |
5 |
485 |

Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging |
1 |
1 |
1 |
99 |
2 |
2 |
6 |
247 |

Modeling and forecasting the volatility of Brazilian asset returns |
0 |
0 |
1 |
79 |
0 |
0 |
7 |
250 |

Modeling and predicting the CBOE market volatility index |
0 |
0 |
2 |
542 |
2 |
4 |
27 |
1,540 |

Modeling and predicting the CBOE market volatility index |
0 |
2 |
3 |
80 |
6 |
20 |
51 |
174 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
64 |
1 |
2 |
5 |
144 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
67 |
0 |
2 |
8 |
121 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
63 |
0 |
1 |
6 |
124 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
52 |
1 |
3 |
10 |
115 |

Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
23 |
3 |
4 |
9 |
135 |

Modelling and forecasting short-term electricity load: a two step methodology |
0 |
0 |
0 |
297 |
0 |
0 |
2 |
679 |

Modelling exchange rates: smooth transitions, neural networks, and linear models |
0 |
0 |
0 |
450 |
1 |
2 |
2 |
1,031 |

Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model |
0 |
0 |
0 |
303 |
0 |
0 |
3 |
623 |

Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables |
0 |
0 |
0 |
78 |
1 |
3 |
6 |
204 |

Moment-based estimation of smooth transition regression models with endogenous variables |
0 |
0 |
2 |
71 |
1 |
3 |
9 |
245 |

Moment-bases estimation of smooth transition regression models with endogenous variables |
0 |
0 |
0 |
64 |
0 |
2 |
6 |
180 |

Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function |
1 |
1 |
1 |
436 |
2 |
2 |
7 |
1,776 |

Nonlinear Cointegration, Misspecification and Bimodality |
0 |
0 |
0 |
33 |
0 |
3 |
13 |
110 |

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models |
0 |
1 |
3 |
82 |
1 |
3 |
6 |
95 |

O Impacto de Anúncios Econômicos no Mercado Futuro Brasileiro de Ações, Juros e Câmbio |
0 |
0 |
4 |
30 |
2 |
4 |
11 |
60 |

Price Discovery in Brazilian FX Markets |
1 |
3 |
10 |
43 |
1 |
7 |
25 |
120 |

Price Discovery no Mercado de Câmbio Brasileiro: O Preço é Formado no Mercado à Vista ou Futuro? |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
25 |

Realized volatility: a review |
1 |
3 |
4 |
850 |
4 |
8 |
15 |
1,720 |

Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process |
0 |
0 |
1 |
80 |
0 |
0 |
4 |
258 |

Statistical methods for modelling neural networks |
0 |
0 |
1 |
849 |
0 |
3 |
9 |
2,199 |

Structure and Asymptotic theory for Nonlinear Models with GARCH Errors |
0 |
0 |
0 |
37 |
1 |
5 |
7 |
68 |

The impact of macroeconomic announcements in the Brazilian futures markets |
0 |
1 |
3 |
38 |
1 |
2 |
8 |
65 |

The perils of Counterfactual Analysis with Integrated Processes |
0 |
0 |
1 |
34 |
6 |
7 |
12 |
39 |

The perils of counterfactual analysis with integrated processes |
0 |
0 |
0 |
84 |
1 |
1 |
11 |
27 |

Three-structured smooth transition regression models based on CART algorithm |
0 |
0 |
0 |
303 |
0 |
1 |
7 |
1,059 |

What are the effects of forecasting linear time series with neural networks |
0 |
1 |
2 |
188 |
0 |
1 |
5 |
491 |

l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations |
0 |
0 |
2 |
59 |
3 |
4 |
12 |
122 |

Total Working Papers |
4 |
24 |
89 |
13,596 |
89 |
252 |
803 |
38,218 |