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institution:"European University Institute / Department of Economics"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~person:"Canova, Fabio"
~person:"Souza, Leonardo Rocha"
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Canova, Fabio
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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
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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3
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
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2003
-
[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
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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5
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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6
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
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1993
Persistent link: https://www.econbiz.de/10013419647
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