área de pesquisa
- A Forecasting Comparison with nonlinear methodss for Brazilian Industrial Production
- Analysing Brazilian Markets using the GLOBAL VAR & IIS Approaches
- Análise da inadimplência em um programa sócio-torcedor: o uso do credit scoring como ferramenta de gestão esportiva
- Análise de Contágio a partir do Modelo de Correlação Condicional Constante com Mudança de Regime
- Análise Empírica das Cotações e Transações Intradiárias na Petrobrás utilizando dados Irregularmente espaçados
- Automatic Model Selection for Forecasting Brazilian Stock Returns
- Descoberta de Preços nas Opções de Petrobrás
- Earnings management and real activities manipulation in M&A
- Ensaios em Alocação de Portfólio com Mudanças de Regime
- Ensaios sobre estrutura a termo da curva de juros e spreads de títulos corporativos
- Erik Alexander Jenichen
- Essays on Brazilian Industrial Production Revisions and Forecasting
- Evaluating Google trends data to the task of predicting US 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
- Impactos econômicos e financeiros de notícias
- Long-Term Asset Allocation Based on Stochastic Multistage Multi-Objective Portfolio Optimization
- Macroeconomic Forecasting: Time Series Econometrics Versus Machine Learning Methods
- Oil Price Forecastibg Combination by Classic Approach and Big Data Approach
- Overreaction to the 2015 greek debt crisis - a tudy of footsie, CAC & DAX
- Portfolio pumping no mercado acionário brasileiro
- Prevendo a volatilidade realizada de ações brasileiras: evidências empíricas
- Price discovery using a regime-sensitive cointegration approach
- Spanisj Pharmacies Valuation: what determines their price-to-sales ratio?
- Speculative Bubbles and Contagion: analysis of volatility´ps clusters during the dotcom bubble based on thedynamic conditional correlation model
- The Relationships of Alternative Energies with the Technology Sector and Non-renewable Energies
- Transmuting unequally spaced data: A Midas regression touch to forecast real GDP growth in Brazil