área de pesquisa
- Automatic Model Selection for Forecasting Brazilian Stock Returns
- Financialization of the commodity future markets: a SVAR model approach
- Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
- Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy
- Impactos econômicos e financeiros de notícias
- Modelling discrete intraday high frequency returns
- Modelos de Mudança de Regime: uma aplicação em finanças empíricas
- Oil Price Forecastibg Combination by Classic Approach and Big Data Approach
- Pedro Luiz Valls Pereira
- Portfolio pumping no mercado acionário brasileiro