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Pedro L. Valls Pereira
Pedro L. Valls Pereira
Full Professor at São Paulo School of Economcis and Director of CEQEF at Fundação Getulio Vargas
Verified email at fgv.br - Homepage
Title
Cited by
Cited by
Year
Small sample properties of GARCH estimates and persistence
S Hwang, PL Valls Pereira
The European Journal of Finance 12 (6-7), 473-494, 2006
1412006
Income convergence clubs for Brazilian municipalities: a non-parametric analysis
M Laurini, E Andrade, PL Valls Pereira
Applied Economics 37 (18), 2099-2118, 2005
101*2005
Convergence clubs among Brazilian municipalities
E Andrade, M Laurini, R Madalozzo, PLV Pereira
Economics Letters 83 (2), 179-184, 2004
882004
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
EF Marçal, PL Valls Pereira, DML Martin, WT Nakamura
Applied Economics 43 (19), 2365-2379, 2011
602011
How persistent is stock return volatility? an answer with markov regime switching stochastic volatility models
S Hwang, SE Satchell, PL Valls Pereira
Journal of Business Finance & Accounting 34 (5‐6), 1002-1024, 2007
48*2007
APT e variáveis macroeconômicas: Um estudo empírico sobre o mercado acionário brasileiro
A Schor, M BONOMO, PLV Pereira
Finanças aplicadas ao Brasil 2, 2004
34*2004
Testing the hypothesis of contagion using multivariate volatility models
EF Marçal, PL Valls Pereira
Available at SSRN 1373152, 2009
332009
Alternative models to extract asset volatility: a comparative study
PLV Pereira, LK Hotta, LAR de Souza, NMCG de Almeida
Brazilian review of econometrics 19 (1), 57-109, 1999
32*1999
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
PN Rotta, PL Valls Pereira
Applied Economics 48 (25), 2367-2382, 2016
302016
Taxa de câmbio real e paridade de poder de compra no Brasil
M Holland, PLV Pereira
Revista Brasileira de Economia 53 (3), 259-285, 1999
291999
Co-integração: uma resenha com aplicações a séries brasileiras
PLV Pereira
Brazilian Review of Econometrics 8 (2), 7-29, 1988
291988
A estrutura a termo das taxas de juros no brasil: Testando a hipótese de expectativas
EF Marçal, PLV Pereira
Instituto de Pesquisa Econômica Aplicada (Ipea), 2007
272007
Paridade do poder de compra: testando dados brasileiros
EF Marçal, PLV Pereira, OC Santos Filho
Revista Brasileira de Economia 57, 159-190, 2003
272003
Testing convergence across municipalities in Brazil using quantile regression
E Andrade, M Laurini, R Madalozzo, P Pereira
São Paulo: Ibmec, 2002
242002
The effects of structural breaks in ARCH and GARCH parameters on persistence of GARCH models
S Hwang, PL Valls Pereira
Communications in Statistics—Simulation and Computation 37 (3), 571-578, 2008
212008
Modeling and forecasting of realized volatility: evidence from Brazil
MV Wink Junior, PLV Pereira
Sociedade Brasileira de Econometria, 2011
19*2011
Conditional stochastic kernel estimation by nonparametric methods
MP Laurini, PLV Pereira
Economics Letters 105 (3), 234-238, 2009
192009
Effect of outliers on forecasting temporally aggregated flow variables
LK Hotta, PLV Pereira, R Ota
Test 13 (2), 371-402, 2004
192004
“Ombro-cabeça-ombro”: Testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro
PG Boainain
18*2007
Closed form formula for the arbitrage free price of an option for the one day interfinancial deposits index
CA Viera Neto, PLV Pereira
Finance Lab Working Papers, 1999
18*1999
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