VALLS PEREIRA, Pedro L.
- Empirical Finance
Analysis of Contagion from the Dynamic Conditional Correlation Model with Markov Regime Switching (with P. N. Rotta), Applied Economics, 48, 2367-2382 (2016).
Predictability of Equity Models (with R. Chicaroli), Journal of Forecasting, 34, 427-440, (2015).
Laurini, M. & Valls Pereira, P. L. Conditional Stochastic Kernel Estimation by Nonparametric Methods (with M. Laurini), Economics Letters, 105, 234-238 (2009).
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH models (with S. Hwang), Communications in Statistics. Simulation and Computation, 37, 571-578 (2008).