Access Statistics for Leonardo Rocha Souza

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	1	1	339
A note on Chambers's 'long memory and aggregation in macroeconomic time series'	0	0	1	49	20	21	22	180
Convex combinations of long memory estimates from different sampling rates	0	0	0	30	6	8	8	215
Evaluating the performance of GARCH models using White´s Reality Check	0	1	1	314	1	2	2	882
Forecasting electricity demand using generalized long memory	0	0	0	322	2	3	4	715
Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil	0	0	0	218	0	0	1	836
Modeling and forecasting the volatility of Brazilian asset returns	0	0	0	82	2	2	3	267
Temporal aggregation and bandwidth selection in estimating long memory	0	0	0	53	1	4	4	184
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes	0	1	1	79	4	6	6	719
Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data	0	0	1	39	1	2	9	170
Valuing Interest Rates Derivatives	0	0	0	1	1	1	3	401
Total Working Papers	0	2	4	1,187	38	50	63	4,908

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	152
Bias in the memory parameter for different sampling rates	0	0	0	25	1	3	3	114
Convex combinations of long memory estimates from different sampling rates	0	0	0	8	0	2	3	65
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study	0	0	0	19	2	3	4	100
Electricity rationing and public response	0	0	0	28	0	1	1	193
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check	0	0	0	7	0	0	0	31
Forecasting electricity demand using generalized long memory	0	0	0	85	1	1	1	263
Global wood fuel production estimates and implications	0	0	0	0	2	2	2	2
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach	0	0	1	3	1	2	4	30
Temporal Aggregation and Bandwidth selection in estimating long memory	0	0	0	26	1	4	4	84
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data	0	0	0	24	1	2	3	124
Why Aggregate Long Memory Time Series?	0	0	0	35	2	2	5	115
Total Journal Articles	0	0	1	280	11	22	31	1,273

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09