1. (100%) The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes - Souza, Leonardo Rocha
- 18-mar-2009

2. (100%) Temporal Aggregation and Bandwidth Selection in Estimating Long Memory - Souza, Leonardo Rocha
- 18-mar-2009

3. (100%) A note on Chambers's "long memory and aggregation in macroeconomic time series" - Souza, Leonardo Rocha
- 18-mar-2009

4. (87%) Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data - Veiga, Alvaro; Souza, Leonardo Rocha
- 18-mar-2009

5. (82%) A Note on Chambers’s “Long Memory and Aggregation in Macroeconomic Time Series” Abstract - Leonardo Rocha Souza; Leonardo Rocha Souza
Chambers (1998) explores the interaction between long memory and aggregation. For continuous-time pr ...
(application/pdf) - 17-jul-2009

6. (75%) Forecasting Electricity Demand Using Generalized Long Memory - Soares, Lacir Jorge; Souza, Leonardo Rocha
- 18-mar-2009

7. (75%) Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil - Souza, Leonardo Rocha; Soares, Lacir Jorge
- 18-mar-2009

8. (75%) Electricity rationing and public response - Rocha Souza, Leonardo; Jorge Soares, Lacir
- 27-may-2009

9. (75%) Forecasting electricity demand using generalized long memory - Soares, Lacir Jorge; Souza, Leonardo Rocha
- 27-may-2009

10. (62%) Estimação do parâmetro "d " em modelos arfima - Trevisan,Elma Suema; Souza,Reinaldo Castro; Souza,Leonardo Rocha
Os modelos ARFIMA caracterizam-se por sua longa dependência e por possuírem o parâmetro d do modelo ...
(text/html) - 23-may-2005

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