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 5 33 34 372
A note on Chambers's 'long memory and aggregation in macroeconomic time series' 0 0 1 49 3 41 63 221
Convex combinations of long memory estimates from different sampling rates 0 0 0 30 3 8 16 223
Evaluating the performance of GARCH models using White´s Reality Check 0 0 1 314 1 8 10 890
Forecasting electricity demand using generalized long memory 0 0 0 322 0 6 10 721
Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil 0 0 0 218 0 6 7 842
Modeling and forecasting the volatility of Brazilian asset returns 0 0 0 82 0 4 6 271
Temporal aggregation and bandwidth selection in estimating long memory 0 0 0 53 0 1 5 185
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes 0 0 1 79 1 5 11 724
Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data 0 0 1 39 0 5 14 175
Valuing Interest Rates Derivatives 0 0 0 1 0 7 8 408
Total Working Papers 0 0 4 1,187 13 124 184 5,032

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 2 9 10 161
Bias in the memory parameter for different sampling rates 0 0 0 25 0 2 5 116
Convex combinations of long memory estimates from different sampling rates 0 0 0 8 1 5 8 70
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study 0 0 0 19 1 2 6 102
Electricity rationing and public response 0 0 0 28 0 7 8 200
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check 0 0 0 7 0 7 7 38
Forecasting electricity demand using generalized long memory 0 0 0 85 1 6 7 269
Global wood fuel production estimates and implications 0 0 0 0 0 3 5 5
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach 0 0 1 3 1 2 6 32
Temporal Aggregation and Bandwidth selection in estimating long memory 0 0 0 26 0 2 6 86
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data 0 0 0 24 1 3 6 127
Why Aggregate Long Memory Time Series? 0 0 0 35 1 3 8 118
Total Journal Articles 0 0 1 280 8 51 82 1,324

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Statistics updated 2026-04-09