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A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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Why aggregate long memory time series?
Souza, Leonardo Rocha - In: Econometric reviews 27 (2008) 1/3, pp. 298-316
Persistent link: https://www.econbiz.de/10003761254
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669748
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The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
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Forecasting electricity demand using generalized long memory
Soares, Lacir Jorge (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953751
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro (contributor);  … - 2003 - [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);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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Forecasting electricity load demand : analysis of the 2001 rationing period in Brazil
Souza, Leonardo Rocha (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001954986
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha - In: International economic review 46 (2005) 3, pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314