Drupal-Biblio17<style face="normal" font="default" size="100%">An adaLASSO variation for seasonal time series</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Changes in Production Frontiers</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Dynamic MIDAS Models for Quarterly GDP Growth Forecasting: a Study in Brazil</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Forecasting Tail Risk for Energy Markets via Dynamic GAS Vine Copulas</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Investigation of Causal Effects of Conditional Cash Transfers in Brazil using Random Forests</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Multi-Level Feature-based FORecast Model Selection</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Predicting Football Matches with PARX-Copula Models: an Application to the Premier League</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Combining LASSO-Type Methods with a Smooth Transition Random Forest</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Machine Learning Methods and Time Series: a Through Comparison Study via Simulation and U.S. Inflation Forecasting</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Measuring and explaining efficiency of pre-vaccine country responses to COVID-19 pandemic: a conditional robust nonparametric approach</style>Drupal-Biblio5<style face="normal" font="default" size="100%">Dynamic Factor Copulas for Minimum-CVaR Portfolio Optimization</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) O Impacto do Comércio Internacional sobre as Condições de Saúde: uma Abordagem Estrutural</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Pairs Trading Strategy based on Mixed Copulas</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Realized Semicovariances: Empirical Applications to Volatility Forecasting and Portfolio Optimization</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Robust Nonparametric Frontier Estimation in Two Steps</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Uma nota sobre o prêmio salarial em empresas exportadoras brasileiras</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Mixing conditions of conjugate processes</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Robust factor modelling for high-dimensional time series: An application to air pollution data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) As Condições de Saúde Afetam os Rendimentos do Trabalho? Evidências para o Mercado de Trabalho no Brasil</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Conjugate processes: Theory and application to risk forecasting</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO 2 concentrations</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Comparison Study of Copula Models for European Financial Index Returns</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Identifying the spectral representation of Hilbertian time series</style>Drupal-Biblio17<style face="normal" font="default" size="100%">LASSO-Type Penalties for Covariate Selection and Forecasting in Time Series</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM&FBovespa Data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Previsões para o crescimento do PIB trimestral brasileiro com séries financeiras e econômicas mensais: uma aplicação de MIDAS</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Assessing Dependence Between Financial Market Indexes Using Conditional Time-Varying Copulas: Applications to Value at Risk</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Assessing some stylized facts about financial market indexes: a Markov copula approach</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Local exponential frontier estimation</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A nonparametric method for estimating asymmetric densities based on skewed Birnbaum-Saunders distributions applied to environmental data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Desempenho do modelo estocástico de média-variância para o mercado brasileiro de ações</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Estimação e Previsão de Volatilidade em Períodos de Crise: Um Estudo Comparando Modelos GARCH e Modelos Aditivos Semi-Paramétricos</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Modeling dependence dynamics through copulas with regime switching</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Dynamics of the Brazilian Income</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Estimating income mobility using census data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Estimation of Opportunity Inequality in Brazil using Nonparametric Local Logistic Regression</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Identifying the Finite Dimensionality of Curve Time Series</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Algumas Simulações de Efeitos de Mobilidade de Renda sobre o Nível de Bem-Estar</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Mudança na Distribuição de Renda Brasileira: Significância Estatística e Bem-Estar Econômico</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Identificação de Estruturas Não_lineares de Séries Temporais através de Regressão Linear Local e Modelos Aditivos</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Local Linear Least-Absolute-Deviations Estimator of Volatility</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Identification of the structure of linear and non-linear time series models, using nonparametric estimation via local kernel functions</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Local Exponential Estimator</style>Drupal-Biblio17<style face="normal" font="default" size="100%">(Portuguese) Modelos de Volatilidade Estocástica com Deformação Temporal: Um Estudo Empírico para o Índice BOVESPA</style>