2020 | Artigos em Congressos
Tipo de publicação
Artigos em Congressos
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COLOMBO, J. A; CRUZ, F; CORTES, R. X; PAESE, L. H. Z. Are Cryptocurrencies Suitable for Portfolio Diversification? Cross-Country Evidence. In: 3rd Cryptocurrency Research Conference, Greenlands, UK, 2020.
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MENDONCA, D. P.; MARÇAL, É. F and Valls Pereira, Pedro L. Are Professional Forecasters Rational? Evidence for Brazilian dataset. In: Encontro Brasileiro de Econometria, São Paulo. Anais do 42 EBE, 2020.
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MENDONCA, D. P; Marçal, Emerson Fernandes and Valls Pereira, Pedro L. Are Professional Forecasters Rational? Evidence for Brazilian dataset. In: 40th International Symposium on Forecasting, Rio de Janeiro, 2020.
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TRUCIOS, C; MAZZEU, J. H. G; Hallin, M; HOTTA, Luiz K; Valls Pereira, Pedro L and HERENCIA, M. E. Z. Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. In: World Congress of the Econometrics Society, Milan. Anais do WCES. Milan: ES, 2020.
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Trucios, C; Mazzeu, J. H. G; Hallin, M; Hotta, Luiz K; Valls Pereira, Pedro L and Herencia, M. E. Z. Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. In: World Congress of the Econometrics Society, Milan, 2020.