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institution:"European University Institute / Department of Economics"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Souza, Leonardo Rocha"
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Search: subject_exact:"Time series analysis"
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Souza, Leonardo Rocha
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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