Pedro L. Valls Pereira
Names
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Pedro |
| middle: |
L. |
| last: |
Valls Pereira |
Identifer
Contact
Affiliations
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Fundação Getúlio Vargas (FGV)
/ Escola de Economia de São Paulo (EESP)
Research profile
author of:
- Original Sin E Price Discovery Nomercado De Bonds Soberanos Em Reais (RePEc:anp:en2010:162)
by Denísio Augusto Liberato Delfino & Márcio Holland & Pedro Valls - Análise Da Estrutura De Dependência Davolatilidade Entre Setores Durante A Crise Do Subprime (RePEc:anp:en2012:115)
by Pedro Luiz Valls Pereira & Bruno Pontes De Arruda - How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models (RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:1002-1024)
by Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira - Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR) (RePEc:bpj:jtsmet:v:11:y:2019:i:2:p:34:n:2)
by Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L. - Testing the predict power of VIX: an application of multiplicative error model (RePEc:brf:journl:v:13:y:2015:i:4:p:571-630)
by Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira - The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market (RePEc:brf:journl:v:14:y:2016:i:1:p:7-43)
by Vanessa Neumann Sulzbach & João Mergulhão & Pedro L. Valls Pereira - Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation (RePEc:brf:journl:v:3:y:2005:i:1:p:19-54)
by Cícero Augusto Vieira Neto & Pedro L. Valls Pereira - Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts (RePEc:brf:journl:v:6:y:2008:i:2:p:205-234)
by Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira - Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market (RePEc:brf:journl:v:7:y:2009:i:3:p:265-303)
by Pedro Gabriel Boainain & Pedro L. Valls Pereira - Modeling Financial Contagion using Copula (RePEc:brf:journl:v:9:y:2011:i:3:p:335-363)
by Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach (RePEc:eca:wpaper:2013/288066)
by Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos - On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting (RePEc:eca:wpaper:2013/298201)
by Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin - How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations (RePEc:ecm:latm04:198)
by Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira - Conditional stochastic kernel estimation by nonparametric methods (RePEc:eee:ecolet:v:105:y:2009:i:3:p:234-238)
by Poletti Laurini, Márcio & Valls Pereira, Pedro L. - Exact likelihood function for a regression model with MA(1) errors (RePEc:eee:ecolet:v:24:y:1987:i:2:p:145-149)
by Valls Pereira, Pedro L. - Convergence clubs among Brazilian municipalities (RePEc:eee:ecolet:v:83:y:2004:i:2:p:179-184)
by Andrade, Eduardo & Laurini, Marcio & Madalozzo, Regina & Valls Pereira, Pedro L. - On the robustness of the principal volatility components (RePEc:eee:empfin:v:52:y:2019:i:c:p:201-219)
by Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L. - Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting (RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534)
by Trucíos, Carlos & Mazzeu, João H.G. & Hotta, Luiz K. & Valls Pereira, Pedro L. & Hallin, Marc - Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa (RePEc:fgv:eesptd:173)
by Baptista, Ricardo Fuscaldi de Figueiredo & Pereira, Pedro L. Valls - Testing the hypothesis of contagion using multivariate volatility models (RePEc:fgv:eesptd:174)
by Pereira, Pedro L. Valls - Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change (RePEc:fgv:eesptd:175)
by Pereira, Pedro L. Valls - Predictability of equity models (RePEc:fgv:eesptd:176)
by Pereira, Pedro L. Valls - Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals (RePEc:fgv:eesptd:177)
by Pereira, Pedro L. Valls & Marçal, Emerson Fernandes & Martin, Diógenes Manoel Leiva & Nakamura, Wilson Toshiro - Previsão de retornos intradiários através de regressões usando funções-núcleo (RePEc:fgv:eesptd:178)
by Pereira, Pedro L. Valls - Cópulas: uma alternativa para a estimação de modelos de risco multivariados (RePEc:fgv:eesptd:179)
by Pereira, Pedro L. Valls - Comparação de carteiras otimizadas segundo o critério média-variância formadas através de estimativas robustas de risco e retorno (RePEc:fgv:eesptd:180)
by Pereira, Pedro L. Valls - Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro (RePEc:fgv:eesptd:181)
by Pereira, Pedro L. Valls - Modelando a volatilidade dos retornos de Petrobrás usando dados de alta frequência (RePEc:fgv:eesptd:258)
by Cappa, Leonardo & Pereira, Pedro L. Valls - Economic cycles and term structure: application to Brazil (RePEc:fgv:eesptd:259)
by Ribeiro, Priscila Fernandes & Pereira, Pedro L. Valls - Sistemas técnicos de trading no mercado de ações brasileiro: testando a hipótese de eficiência de mercado em sua forma fraca e avaliando se a análise técnica agrega valor (RePEc:fgv:eesptd:260)
by Serafini, Daniel Guedine & Pereira, Pedro L. Valls - Modelando contágio financeiro através de cópulas (RePEc:fgv:eesptd:292)
by Santos, Ricardo Pires de Souza & Pereira, Pedro L. Valls - Análise da estrutura de dependência da volatilidade entre setores durante a crise do subprime (RePEc:fgv:eesptd:311)
by Pereira, Pedro L. Valls & Arruda, Bruno Pontes de - Mudanças de regime e persistência dos choques sobre a volatilidade para a série de preços do petróleo: uma análise comparativa da família GARCH e modelos com mudança de regime Markoviana – MSIH e SWAR (RePEc:fgv:eesptd:312)
by Oliveira, André Barbosa & Pereira, Pedro L. Valls - Modelagem e previsão de volatilidade realizada: evidências para o Brasil (RePEc:fgv:eesptd:313)
by Wink Junior, Marcos Vinício & Pereira, Pedro L. Valls - Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break (RePEc:fgv:eesptd:314)
by Marçal, Emerson Fernandes & Pereira, Pedro L. Valls - Testando o poder preditivo do VIX: uma aplicação do modelo de erro multiplicativo (RePEc:fgv:eesptd:315)
by Azevedo, Luis Fernando Pereira & Pereira, Pedro L. Valls - O conteúdo informacional das transações no mercado futuro de câmbio: uma investigação do caso brasileiro (RePEc:fgv:eesptd:316)
by Pereira, Pedro L. Valls & Sulzbach, Vanessa Neumann & Mergulhão, João de Mendonça - Realized volatility: evidence from Brazil (RePEc:fgv:eesptd:320)
by Wink Junior, Marcos Vinício & Pereira, Pedro L. Valls - Analysis of contagion from the constant conditional correlation model with Markov regime switching (RePEc:fgv:eesptd:340)
by Rotta, Pedro Nielsen & Pereira, Pedro L. Valls - Um estudo sobre os ciclos de negócios brasileiro (1900-2012) (RePEc:fgv:eesptd:357)
by Vieira, Heleno Piazentini & Pereira, Pedro L. Valls - Credit shocks and monetary policy in Brazil: a structural FAVAR approach (RePEc:fgv:eesptd:358)
by Fonseca, Marcelo Gonçalves da Silva & Pereira, Pedro L. Valls - O mercado de câmbio brasileiro pela ótica da microestutura (RePEc:fgv:eesptd:365)
by Collussi, Pedro Barguil & Pereira, Pedro L. Valls - The Brazilian foreign exchange market through the microstructure perspective (RePEc:fgv:eesptd:396)
by Collussi, Pedro Barguil & Pereira, Pedro L. Valls - Forecast comparison with nonlinear methods for Brazilian industrial production (RePEc:fgv:eesptd:397)
by Rocha, Jordano Vieira & Pereira, Pedro L. Valls - Automatic model selection for forecasting Brazilian stock returns (RePEc:fgv:eesptd:398)
by Cunha, Ronan & Pereira, Pedro L. Valls - Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model (RePEc:fgv:eesptd:418)
by Kohn, Maximilian-Benedikt Herwarth Detlef & Pereira, Pedro L. Valls - Dynamic D-Vine copula model with applications to Value-at-Risk (VaR) (RePEc:fgv:eesptd:424)
by Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls - Effects of official and unofficial central bank communication on the Brazilian interest rate curve (RePEc:fgv:eesptd:470)
by Azevedo, Luis Fernando Pereira & Pereira, Pedro L. Valls - Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching (RePEc:fgv:eesptd:471)
by Oliveira, André Barbosa & Pereira, Pedro L. Valls - Mudança de regime e efeito ARCH em volatilidade: um estudo dos choques das cotações do Petróleo (RePEc:fgv:eesptd:472)
by Oliveira, André Barbosa & Pereira, Pedro L. Valls - Uncertainty times for portfolio selection at financial market (RePEc:fgv:eesptd:473)
by Oliveira, André Barbosa & Pereira, Pedro L. Valls - On the robustness of the principal volatility components (RePEc:fgv:eesptd:474)
by Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls - Portfolio pumping no mercado acionário brasileiro (RePEc:fgv:eesptd:475)
by Orefice, Marcelo de Castro & Pereira, Pedro L. Valls - Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach (RePEc:fgv:eesptd:505)
by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio - Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting (RePEc:fgv:eesptd:521)
by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Hallin, Marc - Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter? (RePEc:fgv:eesptd:567)
by Hotta, Luiz Koodi & Trucíos Maza, Carlos César & Pereira, Pedro L. Valls & Zevallos Herencia, Mauricio Henrique - A substituição de moeda no Brasil: a moeda indexada (RePEc:fgv:epgewp:224)
by Sallum, Elvia Mureb & Barbosa, Fernando de Holanda & Pereira, Pedro L. Valls - Arbitrage Pricing Theory (APT) e variáveis macroeconômicas: um estudo empírico sobre o mercado acionário brasileiro (RePEc:fgv:epgewp:344)
by Pereira, Pedro L. Valls & Schor, Adriana & Bonomo, Marco Antônio Cesar - Insucesso do plano cruzado : a evidência empírica da inflação 100% inércia para o Brasil (RePEc:fgv:epgewp:98)
by Barbosa, Fernando de Holanda & Pereira, Pedro L. Valls - Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH (RePEc:fgv:epgrbe:v:52:y:1998:i:2:a:727)
by Herencia, Maurício Zevallos & Hotta, Luiz K. & Pereira, Pedro L. Valls - Taxa de Câmbio Real e Paridade de Poder de Compra no Brasil (RePEc:fgv:epgrbe:v:53:y:1999:i:3:a:758)
by Pereira, Pedro L. Valls & Holland, Márcio - Paridade do Poder de Compra: Testando Dados Brasileiros (RePEc:fgv:epgrbe:v:57:y:2003:i:1:a:834)
by Marçal, Emerson Fernandes & Pereira, Pedro Luiz Valls & Filho, Otaviano Canuto dos Santos - Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662)
by Diogo de Prince & Emerson Fernandes Marçal & Pedro L. Valls Pereira - Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market (RePEc:ibm:finlab:flwp_1)
by Schor, A. & Bonomo, M. & Pedro L. Valls Pereira - Alternative Models to extract asset volatility: a comparative study (RePEc:ibm:finlab:flwp_14)
by Pedro L. Valls Pereira & Hotta, L.K. & Souza, L.A.R. - Arbitrage Pricing Theory (APT) and Macroeconomics Variables: an empirical study for the Brazilian stock market (RePEc:ibm:finlab:flwp_19)
by Schor, A. & Bonomo, M. & Pedro L. Valls Pereira - SWGARCH Models an application to IBOVESPA (RePEc:ibm:finlab:flwp_20)
by Almeida, N. & Pedro L. Valls Pereira - Switching Regimes Models for financial time series: an empirical study for trading rules (RePEc:ibm:finlab:flwp_21)
by Almeida, N. & Pedro L. Valls Pereira - Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price (RePEc:ibm:finlab:flwp_22)
by Viera Neto, C.A. & Pedro L. Valls Pereira - Markovian Switch Models: applications to financial time series (RePEc:ibm:finlab:flwp_25)
by Rabi Jr, L. & Pedro L. Valls Pereira - Modeling the Term Structure of Interest Rate (RePEc:ibm:finlab:flwp_26)
by Viera Neto, C.A. & Pedro L. Valls Pereira - Uma Resenha sobre os Principais Resultados da Teoria de Martingals aplicada à Avaliação de Derivativos em Mercados Completos e Livre de Arbitragem (RePEc:ibm:finlab:flwp_27)
by Vieira Neto, C.A. & Pedro L. Valls Pereira - Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models (RePEc:ibm:finlab:flwp_35)
by Mollica, M & Pedro L. Valls Pereira - Small Sample Properties of GARCH Estimates and Persistence (RePEc:ibm:finlab:flwp_48)
by Hwang. S. & Pedro L. Valls Pereira - Nonlinear Models in Finance: previsibility of financial markets and applications to risk management (RePEc:ibm:finlab:flwp_5)
by Da Luz Correa, M. M. R. & Pedro L. Valls Pereira - How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations (RePEc:ibm:finlab:flwp_59)
by Pedro L. Valls Pereira - Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index (RePEc:ibm:finlab:flwp_8)
by Viera Neto, C. A. & Pedro L. Valls Pereira - Switching Regime in Volatility: the SWGARCH Models (RePEc:ibm:finlab:flwp_9)
by Almeida, N. & Pedro L. Valls Pereira - Purchasing Parity Power: the empirical evidence for Brazil (RePEc:ibm:ibmecp:wpe_1)
by Marçal, E.F. & Pedro L. Valls Pereira & Canuto, O. - Testing Convergence Across Municipalities in Brazil Using Quantile Regression (RePEc:ibm:ibmecp:wpe_25)
by Andrade, Eduardo & Laurini, Márcio & Madalozzo, Regina & Pedro L. Valls Pereira - Convergence Clubs Among Brazilian Municipalities (RePEc:ibm:ibmecp:wpe_36)
by Andrade, Eduardo. & Laurini, Márcio & Pedro L. Valls Pereira & Madalozzo, Regina. - Structural Break Threshold VARs for Predicting US Recessions using the Spread (RePEc:ibm:ibmecp:wpe_39)
by Galvão, Ana Beatriz C. - Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica (RePEc:ibm:ibmecp:wpe_41)
by Laurini, Márcio & Andrade, Eduardo & Pedro L. Valls Pereira - Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) (RePEc:ibm:ibmecp:wpe_43)
by Laurini, M. & Andrade, E & Pedro L. Valls Pereira - Conditional Stochastic Kernel Estimation by Nonparametric Methods (RePEc:ibm:ibmecp:wpe_90)
by Laurini, Márcio P. & Valls Pereira, Pedro L. - Trend, Seasonality and Seasonal Adjustment (RePEc:ipe:ipetds:0019)
by A. C. Harvey & Pedro L. Valls Pereira - Análise do Desempenho de Regras de Análise Técnica Aplicada ao Mercado Intradiário do Contrato Futuro do Índice Bovespa
[Analysis of the performance of Technical Analysis startegies applied to Intr (RePEc:pra:mprapa:10351)
by Baptista, Ricardo F. de F. & Valls Pereira, Pedro L. - Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
[Testing the contagion hypotheses using multivariate volatility models] (RePEc:pra:mprapa:10356)
by Marçal, Emerson F. & Valls Pereira, Pedro L. - Predictability of Equity Models (RePEc:pra:mprapa:10955)
by Valls Pereira, Pedro L. & Chicaroli, Rodrigo - Testing the Hypothesis of Contagion using Multivariate Volatility Models (RePEc:pra:mprapa:15623)
by Marçal, Emerson F. & Valls Pereira, Pedro L. - Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change (RePEc:pra:mprapa:15624)
by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar - “Ombro-Cabeça-Ombro”: Testando a Lucratividade do Padrão Gráfico de Análise Técnica no Mercado de Ações Brasileiro
[Head and Shoulder: testing the profitability of graphic pattern of technical anal (RePEc:pra:mprapa:15653)
by Boainain, Pedro G. & Valls Pereira, Pedro L. - Arbitrage Pricing Theory (APT) e variáveis macroeconômicas. Um estudo empírico sobre o mercado acionário brasileiro (RePEc:rio:texdis:391)
by Adriana Schor & Marco Bonomo & Pedro L. Valls Pereira - Co-Integração e suas Representações: Uma Resenha (RePEc:sbe:breart:v:11:y:1991:i:2:a:3003)
by Pereira, Pedro L. Valls - The Effect of Overlapping Aggregation on Time Series Models: An Application to the Unemployment Rate in Brazil (RePEc:sbe:breart:v:12:y:1992:i:2:a:2992)
by Hotta, Luiz K. & Morettin, Pedro A. & Pereira, Pedro L. Valls - Alternative Models To Extract Asset Volatility: A Comparative Study (RePEc:sbe:breart:v:19:y:1999:i:1:a:2793)
by Pereira, Pedro L. Valls & Hotta, Luiz K. & Souza, Luiz Alvares R. de & Almeida, Nuno Miguel C. G. de - Review of major results of Martingale theory applied to the valuation of contingent claims (RePEc:sbe:breart:v:21:y:2001:i:2:a:2755)
by Neto, Cícero Augusto Vieira & Pereira, Pedro L. Valls - Testing the Hypothesis of Contagion Using Multivariate Volatility Models (RePEc:sbe:breart:v:28:y:2008:i:2:a:1511)
by Marçal, Emerson Fernandes & Pereira, Pedro L. Valls - Modeling and Forecasting of Realized Volatility: Evidence from Brazil (RePEc:sbe:breart:v:31:y:2011:i:2:a:4056)
by Wink Junior, Marcos Vinício & Pereira, Pedro Luiz Valls - Credit Shocks and Monetary Policy in Brazil: A Structural Favar Approach (RePEc:sbe:breart:v:32:y:2012:i:2:a:17153)
by Valls Pereira, Pedro L. & da Silva Fonseca, Marcelo Gonçalves - A Study of the Brazilian business cycles (1900 – 2012) (RePEc:sbe:breart:v:33:y:2013:i:2:a:17176)
by Valls Pereira, Pedro L. & Vieira, Heleno Piazentini - Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching (RePEc:sbe:breart:v:38:y:2018:i:1:a:66264)
by Oliveira, André Barbosa & Valls Pereira, Pedro Luiz - Variáveis "dummies" em regressão: uma consideração metodológica (RePEc:sbe:breart:v:4:y:1984:i:2:a:3137)
by Pereira, Pedro Luiz Valls - The estimation of dynamic models with missing observations (RePEc:sbe:breart:v:5:y:1985:i:2:a:3126)
by Harvey, A. C. & Pereira, Pedro Luiz Valls - Estimação do hiato do produto via componentes não observados (RePEc:sbe:breart:v:6:y:1986:i:2:a:3111)
by Pereira, Pedro Luiz Valls - Missing observations in stochastic difference equation with arma errors (RePEc:sbe:breart:v:7:y:1987:i:1:a:3102)
by Pereira, Pedro L. Valls - Switching Regime Models: applications to trading rules (RePEc:sce:scecf2:175)
by Nuno Almeida & Pedro Valls Pereira - Effect of outliers on forecasting temporally aggregated flow variables (RePEc:spr:testjl:v:13:y:2004:i:2:p:371-402)
by Luiz Hotta & Pedro Pereira & Rissa Ota - Income convergence clubs for Brazilian Municipalities: a non-parametric analysis (RePEc:taf:applec:v:37:y:2005:i:18:p:2099-2118)
by Marcio Laurini & Eduardo Andrade & Pedro L. Valls Pereira - Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals (RePEc:taf:applec:v:43:y:2011:i:19:p:2365-2379)
by Emerson Fernandes Marcal & Pedro Valls Pereira & Diogenes Manoel Leiva Martin & Wilson Toshiro Nakamura - Analysis of the volatility's dependency structure during the subprime crisis (RePEc:taf:applec:v:45:y:2013:i:36:p:5031-5045)
by Bruno P. Arruda & Pedro L. Valls Pereira - Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching (RePEc:taf:applec:v:48:y:2016:i:25:p:2367-2382)
by Pedro Nielsen Rotta & Pedro L. Valls Pereira - Small sample properties of GARCH estimates and persistence (RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494)
by Soosung Hwang & Pedro L. Valls Pereira - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:40-52)
by Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos - Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model (RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1411453)
by Maximilian-Benedikt Herwarth Kohn & Pedro L. Valls Pereira - Predictability of Equity Models (RePEc:wly:jforec:v:34:y:2015:i:6:p:427-440)
by Rodrigo Chicaroli & Pedro L. Valls Pereira