Search Results - person:"Sandoval, Leonidas Junior"

Narrow search

To lag or not to lag? How to compare indices of stock markets that operate at different times

Sandoval, Leonidas Junior - Insper Instituto de Ensino e Pesquisa - 2013

Persistent link: https://www.econbiz.de/10010901924

Structure and causality relations in a global network of financial companies

Sandoval, Leonidas Junior - Insper Instituto de Ensino e Pesquisa - 2013

Persistent link: https://www.econbiz.de/10010901929

Cluster formation and evolution in networks of financial market indices

Sandoval, Sandoval , Leonidas Junior - In: Algorithmic Finance 2 (2013) 1, pp. 3-43

Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for asset graphs based on distance thresholds and diverse periods of time, so that it is then possible to analyze how clusters are formed according to...

Persistent link: https://www.econbiz.de/10010991430

Building portfolios of stocks in the São Paulo Stock Exchange using Random Matrix Theory

Sandoval, Leonidas Junior; Bruscato, Adriana; … - Insper Instituto de Ensino e Pesquisa - 2012

Persistent link: https://www.econbiz.de/10010714028