Pedro L. Valls Pereira

Available identifiers

Publication	Date of Publication	Type
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	2024-08-13	Paper
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)	2019-06-11	Paper
Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break	2017-08-28	Paper
Exact likelihood function for a regression model with \(MA(1)\) errors	2016-01-01	Paper
Conditional stochastic kernel estimation by nonparametric methods	2009-12-21	Paper
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models	2009-05-12	Paper
Effect of outliers on forecasting temporally aggregated flow variables	2005-09-05	Paper

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