Leonardo Rocha Souza
Names
| first: |
Leonardo |
| middle: |
Rocha |
| last: |
Souza |
Identifer
Contact
Affiliations
-
United Nations
/ Department of Economic and Social Affairs
Research profile
author of:
- Temporal Aggregation and Bandwidth selection in estimating long memory (repec:bla:jtsera:v:28:y:2007:i:5:p:701-722)
by Leonardo Rocha Souza - Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach (repec:brf:journl:v:4:y:2006:i:1:p:55-77)
by Marcelo C. Carvalho & Marco Aurélio S. Freire & Marcelo Cunha Medeiros & Leonardo R. Souza - Electricity rationing and public response (repec:eee:eneeco:v:29:y:2007:i:2:p:296-311)
by Rocha Souza, Leonardo & Jorge Soares, Lacir - Bias in the memory parameter for different sampling rates (repec:eee:intfor:v:18:y:2002:i:2:p:299-313)
by Souza, Leonardo R. & Smith, Jeremy - Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study (repec:eee:intfor:v:20:y:2004:i:3:p:487-502)
by Souza, Leonardo R. & Smith, Jeremy - Forecasting electricity demand using generalized long memory (repec:eee:intfor:v:22:y:2006:i:1:p:17-28)
by Soares, Lacir Jorge & Souza, Leonardo Rocha - The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes (repec:fgv:epgewp:470)
by Souza, Leonardo Rocha - Temporal aggregation and bandwidth selection in estimating long memory (repec:fgv:epgewp:478)
by Souza, Leonardo Rocha - Forecasting electricity demand using generalized long memory (repec:fgv:epgewp:486)
by Soares, Lacir Jorge & Souza, Leonardo Rocha - Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data (repec:fgv:epgewp:487)
by Veiga, Alvaro & Souza, Leonardo Rocha - Convex combinations of long memory estimates from different sampling rates (repec:fgv:epgewp:489)
by Souza, Leonardo Rocha & Smith, Jeremy & Souza, Reinaldo Castro - Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil (repec:fgv:epgewp:491)
by Souza, Leonardo Rocha & Soares, Lacir Jorge - A note on Chambers's 'long memory and aggregation in macroeconomic time series' (repec:fgv:epgewp:503)
by Souza, Leonardo Rocha - A Note On Chambers'S "Long Memory And Aggregation In Macroeconomic Time Series" (repec:ier:iecrev:v:46:y:2005:i:3:p:1059-1062)
by Leonardo Rocha Souza - Global wood fuel production estimates and implications (repec:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-59733-y)
by E. Ashley Steel & Oliver Stoner & Harry Podschwit & Bruno Paz & Ilaria Bombelli & Sophia L. Simon & Erin Peterson & Holger Weimar & Sebastian Glasenapp & Richard Sikkema & Nazik Elhassan & Rob Bailis - Evaluating the performance of GARCH models using White´s Reality Check (repec:rio:texdis:453)
by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros - Modeling and forecasting the volatility of Brazilian asset returns (repec:rio:texdis:530)
by MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza - Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check (repec:sbe:breart:v:25:y:2005:i:1:a:2671)
by Souza, Leonardo & Veiga, Alvaro & Medeiros, Marcelo C. - A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data (repec:sce:scecf2:280)
by Alvaro Veiga & Leonardo Souza - Valuing Interest Rates Derivatives (repec:sce:scecf3:179)
by Leonardo Souza & Gustavo Raposo - Convex combinations of long memory estimates from different sampling rates (repec:spr:compst:v:21:y:2006:i:3:p:399-413)
by Leonardo Souza & Jeremy Smith & Reinaldo Souza - Why Aggregate Long Memory Time Series? (repec:taf:emetrv:v:27:y:2008:i:1-3:p:298-316)
by Leonardo Rocha Souza - Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data (repec:taf:eurjfi:v:12:y:2006:i:6-7:p:605-626)
by Alvaro Veiga & Leonardo Souza