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	0	0	338
A note on Chambers's 'long memory and aggregation in macroeconomic time series'	0	0	0	48	0	0	1	158
Convex combinations of long memory estimates from different sampling rates	0	0	0	30	0	0	1	207
Evaluating the performance of GARCH models using White´s Reality Check	0	0	0	313	0	0	0	880
Forecasting electricity demand using generalized long memory	0	0	0	322	0	0	0	711
Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil	0	0	0	218	0	0	0	835
Modeling and forecasting the volatility of Brazilian asset returns	0	0	0	82	1	1	1	265
Temporal aggregation and bandwidth selection in estimating long memory	0	0	0	53	0	0	0	180
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes	0	0	0	78	0	0	0	713
Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data	0	0	0	38	0	0	0	161
Valuing Interest Rates Derivatives	0	0	0	1	1	2	2	400
Total Working Papers	0	0	0	1,183	2	3	5	4,848

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	0	151
Bias in the memory parameter for different sampling rates	0	0	0	25	0	0	0	111
Convex combinations of long memory estimates from different sampling rates	0	0	0	8	0	0	0	62
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study	0	0	0	19	0	0	1	96
Electricity rationing and public response	0	0	0	28	0	0	29	192
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	1	85	0	0	1	262
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach	0	0	0	2	0	0	0	26
Temporal Aggregation and Bandwidth selection in estimating long memory	0	0	0	26	0	0	1	80
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data	0	0	0	24	0	0	0	121
Why Aggregate Long Memory Time Series?	0	0	0	35	0	0	1	110
Total Journal Articles	0	0	1	279	0	0	33	1,242

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Statistics updated 2025-03-03