Zobrazeno 1 - 10
of 18
pro vyhledávání: '"João Henrique Gonçalves"'
Autor:
Monica Mazzini Perrotta, Carlos Roberto Souza Filho, Ana Paula Justo, João Henrique Gonçalves, Leonardo Brandão Araújo, Juliano Senna, Thais Danielle Oliveira Gasparin, Manoel Augusto Corrêa da Costa, João Luís Naleto
Publikováno v:
Journal of the Geological Survey of Brazil, Vol 7, Iss 3 (2024)
Reflectance spectral libraries are essential reference databases for the mineralogical characterization of geological samples analyzed using visible and infrared spectroscopy. Since 2011, the Geological Survey of Brazil has been actively developing a
Externí odkaz:
https://doaj.org/article/a0106c778b0943d4bbac7bbe2514fe10
Autor:
Carlos Eduardo Montes Netto, Olavo Augusto Vianna Alves Ferreira, João Henrique Gonçalves Domingos
Publikováno v:
Scientia Iuris. 26:73-91
O art. 15, § 1º, III, “a”, da Lei n. 9.249/95, nos termos da redação conferida pela Lei 11.727/2008, prevê a redução da base de cálculo do IRPJ e da CSLL para as sociedades que se dedicam à atividade médico-hospitalar, havendo questiona
Publikováno v:
Econometric Reviews. 39:971-990
We propose an extension of the Generalized Autocontour tests for dynamic specification (evaluation) of in-sample (out-of-sample) conditional densities. The new tests are based on probability integral transforms computed from bootstrap conditional den
Publikováno v:
Anais do(a) Congresso Internacional de Direitos Humanos de Coimbra.
Autor:
José Eduardo Krieger, Marco Antonio Gutierrez, Daniel Mário de Lima, João Henrique Gonçalves de Sá, Ramon Alfredo Moreno, Marina de Sá Rebelo
Publikováno v:
Coleção desafios das engenharias: Engenharia de computação 3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59cbcb51154540af383e1c448bb8e8fe
https://doi.org/10.22533/at.ed.1922129111
https://doi.org/10.22533/at.ed.1922129111
Autor:
Marc Hallin, Luiz Koodi Hotta, Carlos Trucíos, João Henrique Gonçalves Mazzeu, Pedro L. Valls Pereira, Mauricio Zevallos
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
Based on a General Dynamic Factor Model with infinite-dimensional factor space and MGARCH volatility models, we develop new estimation and forecasting procedures for conditional covariance matrices in high-dimensional time series. The finite-sample p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20c8fb0cc57e8279f8d5972b2fdf2841
Publikováno v:
Journal of Economic Surveys. Apr2018, Vol. 32 Issue 2, p388-419. 32p. 10 Charts, 2 Graphs.
Publikováno v:
Journal of Economic Surveys. 32:388-419
The objective of this paper is to analyze the effects of uncertainty on density forecasts of stationary linear univariate ARMA models. We consider three specific sources of uncertainty: parameter estimation, error distribution, and lag order. Dependi
Autor:
Pedro L. Valls Pereira, Luiz Koodi Hotta, Carlos Trucíos, João Henrique Gonçalves Mazzeu, Marc Hallin
Publikováno v:
SSRN Electronic Journal.
General dynamic factor models have demonstrated their capacity to circumvent the curse of dimensionality in the analysis of high-dimensional time series and have been successfully considered in many economic and financial applications. As second-orde
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
The increase in oil price volatility in recent years has raised the importance of forecasting it accurately for valuing and hedging investments. The paper models and forecasts the crude oil exchange-traded funds (ETF) volatility index, which has been
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9300b142256d6b87445a25fb5eac6f69
https://hdl.handle.net/10071/19996
https://hdl.handle.net/10071/19996