Access Statistics for Leonardo Rocha Souza

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
A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data 0 0 0 0 1 7 36 374
A note on Chambers's 'long memory and aggregation in macroeconomic time series' 0 0 1 49 1 5 65 223
Convex combinations of long memory estimates from different sampling rates 0 0 0 30 1 9 22 229
Evaluating the performance of GARCH models using White´s Reality Check 0 0 1 314 0 6 15 895
Forecasting electricity demand using generalized long memory 0 0 0 322 0 2 12 723
Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil 0 0 0 218 0 2 9 844
Modeling and forecasting the volatility of Brazilian asset returns 0 0 0 82 0 3 9 274
Temporal aggregation and bandwidth selection in estimating long memory 0 0 0 53 1 4 9 189
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes 0 0 1 79 0 5 15 728
Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data 0 0 1 39 0 2 16 177
Valuing Interest Rates Derivatives 0 0 0 1 0 0 8 408
Total Working Papers 0 0 4 1,187 4 45 216 5,064

Journal Article File Downloads Abstract Views
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 0 20 0 4 12 163
Bias in the memory parameter for different sampling rates 0 0 0 25 1 2 7 118
Convex combinations of long memory estimates from different sampling rates 0 0 0 8 0 6 12 75
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study 0 0 0 19 1 4 9 105
Electricity rationing and public response 0 0 0 28 0 1 9 201
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 0 7 0 0 7 38
Forecasting electricity demand using generalized long memory 0 0 0 85 1 3 9 271
Global wood fuel production estimates and implications 0 0 0 0 0 0 5 5
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 0 1 3 0 2 6 33
Temporal Aggregation and Bandwidth selection in estimating long memory 0 0 0 26 1 1 7 87
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data 0 0 0 24 0 1 6 127
Why Aggregate Long Memory Time Series? 0 0 0 35 0 4 10 121
Total Journal Articles 0 0 1 280 4 28 99 1,344

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Statistics updated 2026-06-04