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You searched for +publisher:"Pontifical Catholic University of Rio de Janeiro" +contributor:("CRISTIANO AUGUSTO COELHO FERNANDES"). Showing records 1 – 30 of 55 total matches.

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Pontifical Catholic University of Rio de Janeiro

1. HENRIQUE HELFER HOELTGEBAUM. [en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] Neste trabalho usamos o arcabouço dos modelos GAS para gerar previsões conjuntas de fator de capacidade eólico, pertencentes a diferentes usinas localizadas em áreas… (more)

Subjects/Keywords: [pt] ENERGIA EOLICA; [en] WIND ENERGY; [pt] PARAMETROS VARIANTES NO TEMPO; [en] TIME-VARYING PARAMETER; [pt] MODELOS GAS; [en] GAS MODELS; [pt] COPULAS; [en] COPULAS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

HOELTGEBAUM, H. H. (2015). [en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25286

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HOELTGEBAUM, HENRIQUE HELFER. “[en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25286.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HOELTGEBAUM, HENRIQUE HELFER. “[en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL.” 2015. Web. 26 Feb 2020.

Vancouver:

HOELTGEBAUM HH. [en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25286.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HOELTGEBAUM HH. [en] FORECAST OF THE JOINT DENSITY OF WIND CAPACITY FACTOR THROUGH THE USE OF A MULTIVARIATE GAS MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25286

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

2. DAIANE RODRIGUES DOS SANTOS. [en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS.

Degree: 2017, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese apresente duas contribuições para a modelagem e previsão de sinistros já ocorridos e ainda não avisados (Incurred But Not Reported – IBNR),… (more)

Subjects/Keywords: [pt] MODELOS GAS; [en] GAS MODELS; [pt] IBNR; [en] IBNR; [pt] MODELOS EM ESPACO DE ESTADO; [en] STATE SPACE MODELS; [pt] MODELO ATHERINO MULTIVARIADO; [en] MULTIVARIATE ATHERINO MODEL; [pt] CASCO; [en] CASCO; [pt] RCFV; [en] RCFV

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APA (6th Edition):

SANTOS, D. R. D. (2017). [en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31673

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SANTOS, DAIANE RODRIGUES DOS. “[en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS.” 2017. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31673.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SANTOS, DAIANE RODRIGUES DOS. “[en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS.” 2017. Web. 26 Feb 2020.

Vancouver:

SANTOS DRD. [en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2017. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31673.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SANTOS DRD. [en] ESTIMATION OF IBNR (INCURRED BUT NOT REPORTED) PROVISIONS IN INSURANCE VIA MODELS WHIT TIME-VARYING COEFFICIENTS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2017. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31673

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

3. DAIANE MARCOLINO DE MATTOS. [en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O objetivo da dissertação é apresentar uma nova medida de núcleo de inflação para o Brasil com o intuito de verificar a tendência atual… (more)

Subjects/Keywords: [pt] PREVISAO; [en] FORECASTING; [pt] NUCLEO DA INFLACAO; [en] CORE INFLATION; [pt] TENDENCIA DA INFLACAO; [en] TREND INFLATION; [pt] DYNAMIC CONDITIONAL SCORE MODELS; [en] DYNAMIC CONDITIONAL SCORE MODELS; [pt] GENERALIZED AUTOREGRESSIVE SCORE MODELS; [en] GENERALIZED AUTOREGRESSIVE SCORE MODELS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MATTOS, D. M. D. (2018). [en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35773

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MATTOS, DAIANE MARCOLINO DE. “[en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35773.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MATTOS, DAIANE MARCOLINO DE. “[en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS.” 2018. Web. 26 Feb 2020.

Vancouver:

MATTOS DMD. [en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35773.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MATTOS DMD. [en] CORE INFLATION ESTIMATION VIA SCORE DRIVEN MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35773

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

4. PETRUSCA ARRIEIRO CARDOSO. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Órgãos reguladores internacionais dos setores bancário e securitário têm incentivado a adoção de modelos internos, em apoio ao gerenciamento de riscos, para a determinação… (more)

Subjects/Keywords: [pt] VALUE-AT-RISK - VAR; [en] VALUE-AT-RISK - VAR; [pt] CAPITAL ECONOMICO; [en] ECONOMIC CAPITAL; [pt] MENSURACAO DE RISCOS

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APA (6th Edition):

CARDOSO, P. A. (2009). [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CARDOSO, PETRUSCA ARRIEIRO. “[en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CARDOSO, PETRUSCA ARRIEIRO. “[en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.” 2009. Web. 26 Feb 2020.

Vancouver:

CARDOSO PA. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CARDOSO PA. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

5. FLAVIA COUTINHO MARTINS. [en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Um dos fatos estilizados mais pronunciados acerca das distribuições de retornos financeiros diz respeito à presença de caudas pesadas. Isso torna os modelos paramétricos… (more)

Subjects/Keywords: [pt] MERCADO ACIONARIO; [en] BRASILIAN EQUITY MARKET; [pt] VALORES EXTREMOS; [en] EXTREME VALUE; [pt] ESTIMACAO DE RISCO

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APA (6th Edition):

MARTINS, F. C. (2009). [en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14543

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MARTINS, FLAVIA COUTINHO. “[en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14543.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MARTINS, FLAVIA COUTINHO. “[en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET.” 2009. Web. 26 Feb 2020.

Vancouver:

MARTINS FC. [en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14543.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MARTINS FC. [en] EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14543

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

6. FABRICIO MELLO RODRIGUES DA SILVA. [en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho propõe um novo modelo estocástico para o número diário de negócios com ações do mercado de capitais brasileiro. O modelo, que denominamos… (more)

Subjects/Keywords: [pt] MODELO ESTOCASTICO; [en] STOCHASTIC MODEL; [pt] MERCADO DE CAPITAIS BRASILEIRO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

SILVA, F. M. R. D. (2009). [en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14595

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SILVA, FABRICIO MELLO RODRIGUES DA. “[en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14595.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SILVA, FABRICIO MELLO RODRIGUES DA. “[en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL.” 2009. Web. 26 Feb 2020.

Vancouver:

SILVA FMRD. [en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14595.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SILVA FMRD. [en] A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14595

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

7. JOAO MARCO BRAGA DA CUNHA. [en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho propõe um modelo com reversão à média e inércia para taxas de juros e para cargas dos fatores de Nelson e Siegel… (more)

Subjects/Keywords: [pt] ESTRUTURA A TERMO; [en] TERM STRUCTURE; [pt] VARIAVEIS MACROECONOMICAS; [en] MACROECONOMICS VARIABLES; [pt] PODER PREDITIVO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CUNHA, J. M. B. D. (2009). [en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14308

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CUNHA, JOAO MARCO BRAGA DA. “[en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14308.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CUNHA, JOAO MARCO BRAGA DA. “[en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES.” 2009. Web. 26 Feb 2020.

Vancouver:

CUNHA JMBD. [en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14308.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CUNHA JMBD. [en] EXPERIMENTS ON FORECASTING THE AMERICAN TERM STRUCTURE OF INTEREST RATES: MEAN REVERSION, INERTIA AND INFLUENCE OF MACROECONOMIC VARIABLES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14308

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

8. CAIO IBSEN RODRIGUES DE ALMEIDA. [en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] A estrutura a termo da taxa de juros torna-se um instrumento fundamental quando pretendemos precificar ativos financeiros de renda fixa, pois o valor presente… (more)

Subjects/Keywords: [pt] TAXA DE JUROS; [en] INTEREST RATES; [pt] ESTIMACAO; [en] ESTIMATION; [pt] EUROBONDS LATINO-AMERICANOS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ALMEIDA, C. I. R. D. (2009). [en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14594

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ALMEIDA, CAIO IBSEN RODRIGUES DE. “[en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14594.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ALMEIDA, CAIO IBSEN RODRIGUES DE. “[en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS.” 2009. Web. 26 Feb 2020.

Vancouver:

ALMEIDA CIRD. [en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14594.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ALMEIDA CIRD. [en] A MODEL TO ESTIMATE THE TERM STRUCTURE OF INTEREST RATES OF LATIN AMERICAN EUROBONDS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14594

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

9. LEONARDO HENRIQUE COSTA. [en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS.

Degree: 2010, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho utiliza três metodologias para modelagem de sinistros IBNR apresentados no formato do triângulo de runoff com cauda, e verifica, por meio de(more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] MODELOS DE REGRESSAO; [en] REGRESSION MODELS; [pt] CHAIN LADDER; [en] CHAIN LADDER

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

COSTA, L. H. (2010). [en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15850

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

COSTA, LEONARDO HENRIQUE. “[en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS.” 2010. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15850.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

COSTA, LEONARDO HENRIQUE. “[en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS.” 2010. Web. 26 Feb 2020.

Vancouver:

COSTA LH. [en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15850.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

COSTA LH. [en] MODELING IBNR CLAIMS WITH TAIL EFFECT: EXTENDED CHAIN LADDER, HETEROCEDASTIC LINEAR REGRESSION MODELS AND LINEAR STATE SPACE MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2010. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15850

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

10. FERNANDO CESAR DOS SANTOS CUNHA. [en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] O modelo de índice de difusão linear é empregado para projeção da conjuntura econômica. Aplicando técnicas multivariadas, resume um grande número de variáveis em… (more)

Subjects/Keywords: [pt] PREVISAO; [en] FORECASTING; [pt] FLUTUACAO; [en] FLUCTUATION; [pt] INDICADOR; [en] INDICATOR; [pt] ANALISE; [en] ANALYSES

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CUNHA, F. C. D. S. (2011). [en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=18750

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CUNHA, FERNANDO CESAR DOS SANTOS. “[en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=18750.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CUNHA, FERNANDO CESAR DOS SANTOS. “[en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL.” 2011. Web. 26 Feb 2020.

Vancouver:

CUNHA FCDS. [en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=18750.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CUNHA FCDS. [en] FORECASTING INDUSTRIAL PRODUCTION IN BRAZIL: AN APPLICATION OF LINEAR DIFFUSION INDEX MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=18750

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

11. BRUNA PRETTI CASOTTI. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] Historicamente, observa-se que as volatilidades de variáveis financeiras são drasticamente afetadas em períodos de crises econômicas. Em particular, essa observação é válida para a… (more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] VOLATILIDADE ESTOCASTICA; [en] STOCHASTIC VOLATILITY; [pt] TAXA DE CAMBIO; [en] EXCHANGE RATE; [pt] REAL; [en] THE REAL; [pt] DOLAR; [en] DOLLAR

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APA (6th Edition):

CASOTTI, B. P. (2011). [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CASOTTI, BRUNA PRETTI. “[en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CASOTTI, BRUNA PRETTI. “[en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN.” 2011. Web. 26 Feb 2020.

Vancouver:

CASOTTI BP. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CASOTTI BP. [en] EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16685

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

12. RAFAELA DE GREGORIO DIAS. [en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] O estudo individualizado da mortalidade em planos de previdência e de seguros de vida é um assunto de crescente interesse tanto por parte das… (more)

Subjects/Keywords: [pt] SEGURO DE VIDA; [en] LIFE INSURANCE; [pt] MERCADO SEGURADOR; [en] INSURANCE MARKET; [pt] PREVIDENCIA PRIVADA; [en] PRIVATE WELFARE

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APA (6th Edition):

DIAS, R. D. G. (2011). [en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16801

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

DIAS, RAFAELA DE GREGORIO. “[en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16801.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

DIAS, RAFAELA DE GREGORIO. “[en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL.” 2011. Web. 26 Feb 2020.

Vancouver:

DIAS RDG. [en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16801.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

DIAS RDG. [en] ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16801

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

13. CESAR DA ROCHA NEVES. [en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS.

Degree: 2016, Pontifical Catholic University of Rio de Janeiro

[pt] Nesta tese, propomos quatro modelos dinâmicos para ajudar as seguradoras e fundos de pensão a medir e gerencias seus fatores de risco e seus… (more)

Subjects/Keywords: [pt] PREVIDENCIA COMPLEMENTAR; [en] RETIREMENT SAVING ACCOUNT; [pt] SEGURO DE VIDA; [en] LIFE INSURANCE; [pt] MODELAGEM DINAMICA; [en] DYNAMIC MODELING; [pt] LONGEVIDADE; [en] LONGEVITY; [pt] TAXAS DE MORTALIDADE; [en] MORTALITY RATES; [pt] TAXAS DE CANCELAMENTO; [en] SURRENDER RATES; [pt] OPCOES EMBUTIDAS; [en] EMBEDDED OPTIONS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

NEVES, C. D. R. (2016). [en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

NEVES, CESAR DA ROCHA. “[en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS.” 2016. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

NEVES, CESAR DA ROCHA. “[en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS.” 2016. Web. 26 Feb 2020.

Vancouver:

NEVES CDR. [en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

NEVES CDR. [en] ESSAY ON DYNAMIC MODELING IN LIFE INSURANCE AND PRIVATE PENSION: LONGEVITY, SURRENDER AND EMBEDDED OPTIONS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26105

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

14. RODRIGO SIMOES ATHERINO. [en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho versa sobre previsão de reservas do tipo IBNR levando-se em conta uma ordenação diferente do triângulo de runoff incremental. Esta se dá… (more)

Subjects/Keywords: [pt] FILTRO DE KALMAN; [en] KALMAN FILTER; [pt] ESPACO DE ESTADO; [en] STATE SPACE; [pt] TRIANGULO RUN-OFF

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APA (6th Edition):

ATHERINO, R. S. (2009). [en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13789

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ATHERINO, RODRIGO SIMOES. “[en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13789.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ATHERINO, RODRIGO SIMOES. “[en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE.” 2009. Web. 26 Feb 2020.

Vancouver:

ATHERINO RS. [en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13789.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ATHERINO RS. [en] STATE SPACE MODELS FOR IBNR RESERVES ESTIMATION: ROW-WISE STACKING THE RUNOFF TRIANGLE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13789

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

15. BETINA DODSWORTH M F FERNANDES. [en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY.

Degree: 2019, Pontifical Catholic University of Rio de Janeiro

[pt] Nesta tese buscamos fornecer duas diferentes abordagens para a otimização de carteiras de ativos sob incerteza. Demonstramos como a incerteza acerca da distribuição dos… (more)

Subjects/Keywords: [pt] OTIMIZACAO ROBUSTA; [en] ROBUST OPTIMIZATION; [pt] ALOCACAO DINAMICA DE CARTEIRAS; [en] DYNAMIC ASSET ALLOCATION; [pt] ALGORITMOS DE APRENDIZADO; [en] LEARNING ALGORITHMS; [pt] INCERTEZA DE DISTRIBUICAO; [en] DISTRIBUTION UNCERTAINTY

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

FERNANDES, B. D. M. F. (2019). [en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37857

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

FERNANDES, BETINA DODSWORTH M F. “[en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY.” 2019. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37857.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

FERNANDES, BETINA DODSWORTH M F. “[en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY.” 2019. Web. 26 Feb 2020.

Vancouver:

FERNANDES BDMF. [en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37857.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

FERNANDES BDMF. [en] ESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37857

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

16. MARIANA AROZO BENICIO DE MELO. [en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS.

Degree: 2019, Pontifical Catholic University of Rio de Janeiro

[pt] O objetivo desta tese é apresentar novas alternativas para modelagem de variáveis aleatórias no setor de seguros, utilizando o arcabouço dos modelos orientados por… (more)

Subjects/Keywords: [pt] SOMA ALEATORIA; [en] RANDOM SUMS; [pt] MODELOS GAS; [en] GAS MODELS; [pt] COPULAS; [en] COPULAS; [pt] SINISTRO AGREGADO; [en] AGGREGATE CLAIMS; [pt] TEORIA DO RISCO COLETIVO; [en] COLLECTIVE RISK THEORY; [pt] TRANSFORMADA RAPIDA DE FOURIER; [en] FAST FOURIER TRANSFORM; [pt] AVALIACAO DE MERCADO; [en] MARKET VALUATION; [pt] SEGUROS FINANCEIROS; [en] CREDIT INSURANCE

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MELO, M. A. B. D. (2019). [en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37615

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MELO, MARIANA AROZO BENICIO DE. “[en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS.” 2019. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37615.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MELO, MARIANA AROZO BENICIO DE. “[en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS.” 2019. Web. 26 Feb 2020.

Vancouver:

MELO MABD. [en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37615.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MELO MABD. [en] GENERALIZED AUTOREGRESSIVE SCORE DRIVEN MODELS APPLIED TO INSURANCE: FORECASTING CLAIM FREQUENCY, CLAIM SEVERITY AND AGGREGATE CLAIMS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37615

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

17. LUCIANA SCHMID BLATTER MOREIRA. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] Um dos principais desafios no mercado financeiro é simular preços mantendo a estrutura de correlação entre os inúmeros ativos de um portfólio. Análise de(more)

Subjects/Keywords: [pt] OTIMIZACAO; [en] OPTIMIZATION; [pt] GARCH; [en] GARCH; [pt] VALUE-AT-RISK - VAR; [en] VALUE-AT-RISK - VAR; [pt] MOVIMENTO GEOMETRICO BROWNIANO; [en] GEOMETRIC BROWNIAN MOTION; [pt] ANALISE DE COMPONENTES PRINCIPAIS; [en] PRINCIPAL COMPONENT ANALYSIS; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] MEDIDA OMEGA; [en] OMEGA THEORY; [pt] BACKTESTING TECHNIQUES; [en] BACKTESTING TECHNIQUES

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MOREIRA, L. S. B. (2015). [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MOREIRA, LUCIANA SCHMID BLATTER. “[en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MOREIRA, LUCIANA SCHMID BLATTER. “[en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.” 2015. Web. 26 Feb 2020.

Vancouver:

MOREIRA LSB. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MOREIRA LSB. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

18. GILSON GONCALVES DE MATOS. [en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] Os modelos GAS (generalized autoregressive score) são modelos de séries temporais com parâmetros variantes no tempo, os quais possuem sua evolução ditada pelo vetor… (more)

Subjects/Keywords: [pt] COMPLEMENTARIDADE; [en] INTERSEMIOTIC COMPLEMENTARITY; [pt] VAZAO; [en] FLOW; [pt] PARAMETROS VARIANTES NO TEMPO; [en] TIME-VARYING PARAMETER; [pt] SCORE PONDERADO; [en] SCALED SCORE; [pt] FATOR DE CAPACIDADE; [en] CAPACITY FACTOR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

MATOS, G. G. D. (2013). [en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MATOS, GILSON GONCALVES DE. “[en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MATOS, GILSON GONCALVES DE. “[en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND.” 2013. Web. 26 Feb 2020.

Vancouver:

MATOS GGD. [en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MATOS GGD. [en] GAS MODELS APPLIED TO TIME SERIES OF STREAMFLOW AND WIND. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22121

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

19. CAROLINA MARQUES PORTILHO. [en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação tem como objetivo propor uma abordagem pouco utilizada na área financeira para prever cancelamentos em planos de previdência privada. Métodos e modelos… (more)

Subjects/Keywords: [pt] PREVIDENCIA PRIVADA; [en] PRIVATE WELFARE; [pt] ANALISE DE SOBREVIVENCIA; [pt] ESTIMADOR DE KAPLAN-MEIER; [pt] MODELO DE COX; [pt] FUNCAO DE SOBREVIVENCIA; [pt] PGBL; [pt] VGBL

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APA (6th Edition):

PORTILHO, C. M. (2013). [en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22063

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

PORTILHO, CAROLINA MARQUES. “[en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22063.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

PORTILHO, CAROLINA MARQUES. “[en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS.” 2013. Web. 26 Feb 2020.

Vancouver:

PORTILHO CM. [en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22063.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

PORTILHO CM. [en] ESTIMATION OF INSURED PERSISTENCY PENSION PLANS VIA SURVIVAL MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22063

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

20. NAYARA LOPES GOMES. [en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] O modelo implementado neste trabalho, proposto em Barone-Adesi, Engle e Mancini (2008), utiliza o método da Simulação Histórica Filtrada em conjunto com a simulação… (more)

Subjects/Keywords: [pt] SIMULACAO MONTE CARLO; [en] MONTE CARLO SIMULATION; [pt] APRECAMENTO DE OPCOES; [en] OPTION PRICING; [pt] MODELO GARCH; [en] GARCH MODEL

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APA (6th Edition):

GOMES, N. L. (2012). [en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

GOMES, NAYARA LOPES. “[en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

GOMES, NAYARA LOPES. “[en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET.” 2012. Web. 26 Feb 2020.

Vancouver:

GOMES NL. [en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

GOMES NL. [en] GARCH OPTION PRICING MODEL VIA FILTERED HISTORICAL SIMULATION: AN APPLICATION ON THE BRAZILIAN MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

21. HENRIQUE HELFER HOELTGEBAUM. [pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO.

Degree: 2019, Pontifical Catholic University of Rio de Janeiro

[pt] Esta tese é composta de três artigos em que a ligação entre eles são modelos estatísticos com parametros variantes no tempo. Todos os artigos… (more)

Subjects/Keywords: [pt] APRENDIZADO DE MAQUINA; [en] MACHINE LEARNING; [pt] FILTRAGEM ADAPTATIVA; [en] ADAPTIVE FILTERING; [pt] GENERALIZED AUTOREGRESSIVE SCORE - GAS; [pt] COPULA DINAMICA; [en] DYNAMIC COPULATION; [pt] STREAMING DATA; [en] STREAMING DATA

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APA (6th Edition):

HOELTGEBAUM, H. H. (2019). [pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=45801

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HOELTGEBAUM, HENRIQUE HELFER. “[pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO.” 2019. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=45801.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HOELTGEBAUM, HENRIQUE HELFER. “[pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO.” 2019. Web. 26 Feb 2020.

Vancouver:

HOELTGEBAUM HH. [pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=45801.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HOELTGEBAUM HH. [pt] MODELOS ESTATÍSTICOS COM PARÂMETROS VARIANDO SEGUNDO UM MECANISMO ADAPTATIVO. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2019. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=45801

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

22. JOAO PAULO DE CASTRO ANTUNES. [en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] O mercado internacional tem sido o foco principal do estudo do convenience yield dos contratos de commodities agrícolas. Em geral, abordagens por meio de(more)

Subjects/Keywords: [pt] MODELO DE FATORES; [en] FACTOR MODELS; [pt] COMMODITIES AGRICOLAS; [en] AGRICULTURAL COMMODITIES; [pt] CONVENIENCE YIELD

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APA (6th Edition):

ANTUNES, J. P. D. C. (2013). [en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ANTUNES, JOAO PAULO DE CASTRO. “[en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ANTUNES, JOAO PAULO DE CASTRO. “[en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL.” 2013. Web. 26 Feb 2020.

Vancouver:

ANTUNES JPDC. [en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21312.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ANTUNES JPDC. [en] THE BRAZILIAN CATTLE FUTURES MARKET: A STUDY OF A PROXY FOR THE CONVENIENCE YIELD USING A FACTOR MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21312

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

23. FLAVIO LUCIO DE OLIVEIRA COELHO. [en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação tem por objetivo investigar como a crise do subprime impactou a estrutura de dependência entre os mercados emergentes e desenvolvidos, utilizando como… (more)

Subjects/Keywords: [pt] VALOR EM RISCO; [en] VALUE AT RISK; [pt] GARCH; [en] GARCH; [pt] COPULAS DINAMICAS; [pt] JOE CLAYTON; [pt] GENERALIZED AUTOREGRESSIVE SCORE - GAS

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APA (6th Edition):

COELHO, F. L. D. O. (2013). [en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21954

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

COELHO, FLAVIO LUCIO DE OLIVEIRA. “[en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21954.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

COELHO, FLAVIO LUCIO DE OLIVEIRA. “[en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS.” 2013. Web. 26 Feb 2020.

Vancouver:

COELHO FLDO. [en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21954.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

COELHO FLDO. [en] VAR EVALUATION OF EMERGING AND DEVELOPED MARKETS VIA DYNAMIC COPULA MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21954

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

24. URSULLA MONTEIRO DA SILVA BELLOTE MACHADO. [en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS.

Degree: 2012, Pontifical Catholic University of Rio de Janeiro

[pt] O objetivo deste trabalho é a construção de um modelo integrado para previsão da estrutura a termo da taxa de juros, referentes a títulos… (more)

Subjects/Keywords: [pt] ESTRUTURA A TERMO; [en] TERM STRUCTURE; [pt] TAXA DE JUROS; [en] INTEREST RATES; [pt] MODELO DE FATORES; [en] FACTOR MODELS; [pt] MODELOS DE PREVISAO; [en] FORECASTING METHODS

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APA (6th Edition):

MACHADO, U. M. D. S. B. (2012). [en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19535

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

MACHADO, URSULLA MONTEIRO DA SILVA BELLOTE. “[en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS.” 2012. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19535.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

MACHADO, URSULLA MONTEIRO DA SILVA BELLOTE. “[en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS.” 2012. Web. 26 Feb 2020.

Vancouver:

MACHADO UMDSB. [en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19535.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

MACHADO UMDSB. [en] A HIERARCHICAL FACTOR MODEL FOR THE JOINT PREDICTION OF CORPORATE BOND YIELDS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2012. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19535

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

25. CAROLINA NASCIMENTO NOGUEIRA LIMA. [en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] A energia eólica é hoje uma das mais promissoras fontes de energia do mundo por ser limpa e abundante. O estudo de fenômenos que… (more)

Subjects/Keywords: [pt] VENTO; [en] WIND; [pt] ENERGIA EOLICA; [en] WIND ENERGY; [pt] EL NINO LA NINA; [en] EL NINO LA NINA; [pt] MODELOS GAS; [en] GAS MODELS; [pt] NORDESTE DO BRASIL; [en] NORTHEAST OF BRAZIL

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APA (6th Edition):

LIMA, C. N. N. (2015). [en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24721

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LIMA, CAROLINA NASCIMENTO NOGUEIRA. “[en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24721.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LIMA, CAROLINA NASCIMENTO NOGUEIRA. “[en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS.” 2015. Web. 26 Feb 2020.

Vancouver:

LIMA CNN. [en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24721.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LIMA CNN. [en] ESTIMATION OF THE IMPACT OF THE EL NIÑO/LA NIÑA IN THE INTENSITY OF THE WINDS IN NORTHEAST BRAZIL USING THE GAS MODELS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24721

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. MARCIA SANTOS ANDRADE. [en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY.

Degree: 2014, Pontifical Catholic University of Rio de Janeiro

[pt] A finalidade desta tese é propor estimadores pontuais para os coeficientes de escalonabilidade associados à Teoria de Resposta ao Item não Paramétrica (TRIN), a… (more)

Subjects/Keywords: [pt] CAPITAL ECONOMICO; [en] ECONOMIC CAPITAL; [pt] AMOSTRAGEM DE POPULACOES FINITAS; [en] SAMPLING FROM FINITE POPULATIONS; [pt] TEORIA DE RESPOSTA AO ITEM NAO PARAMETRICA; [en] NON PARAMETRIC ITEM RESPONSE THEORY; [pt] COEFICIENTES DE ESCALONABILIDADE; [en] COEFFICIENTS OF SCALABILITY; [pt] ESTIMACAO PONTUAL; [en] POINT ESTIMATION; [pt] ESTIMACAO DA VARIANCIA; [en] ESTIMATION OF VARIANCE; [pt] LINEARIZACAO DE TAYLOR; [en] TAYLOR LINEARIZATION; [pt] DELETE 1 JACKKNIFE; [en] DELETE 1 JACKKNIFE; [pt] PROVA BRASIL 2007; [en] PROVA BRASIL 2007

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ANDRADE, M. S. (2014). [en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ANDRADE, MARCIA SANTOS. “[en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY.” 2014. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ANDRADE, MARCIA SANTOS. “[en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY.” 2014. Web. 26 Feb 2020.

Vancouver:

ANDRADE MS. [en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2014. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ANDRADE MS. [en] A NEW APPROACH FOR ESTIMATING THE COEFFICIENTS OF SCALABILITY ASSOCIATED WITH NON PARAMETRIC ITEM RESPONSE THEORY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2014. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

27. CAIO IBSEN RODRIGUES DE ALMEIDA. [en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES.

Degree: 2001, Pontifical Catholic University of Rio de Janeiro

[pt] Mercados emergentes de renda fixa desenvolveram-se rapidamente nesta última década. No contexto de mercados de renda fixa, a estrutura a termo da taxa de(more)

Subjects/Keywords: [pt] MERCADOS EMERGENTES; [en] EMERGING MARKETS; [pt] ESTRUTURA A TERMO; [en] TERM STRUCTURE; [pt] TAXA DE JUROS; [en] INTEREST RATES; [pt] POLINOMIOS DE LEGENDRE; [en] LEGENDRE POLYNOMIALS; [pt] COMPONENTES PRINCIPAIS; [en] PRINCIPAL COMPONENTS; [pt] ESTIMACAO; [en] ESTIMATION

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

ALMEIDA, C. I. R. D. (2001). [en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ALMEIDA, CAIO IBSEN RODRIGUES DE. “[en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES.” 2001. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ALMEIDA, CAIO IBSEN RODRIGUES DE. “[en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES.” 2001. Web. 26 Feb 2020.

Vancouver:

ALMEIDA CIRD. [en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2001. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ALMEIDA CIRD. [en] ESTIMATION, TESTS AND APPLICATIONS IN EMERGING MARKETS: THE TERM STRUCTURE OF INTEREST RATES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2001. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

28. CHRISTIAM MIGUEL GONZALES CHAVEZ. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.

Degree: 2002, Pontifical Catholic University of Rio de Janeiro

[pt] Valor em Risco -VaR- já é parte das ferramentas habituais que um analista financeiro utiliza para estimar o risco de mercado. Na implementação do… (more)

Subjects/Keywords: [pt] VALOR EM RISCO; [en] VALUE AT RISK; [pt] INDICE DE CAUDA; [en] TAIL INDEX; [pt] ESTIMADOR DE HILL; [en] HILL ESTIMATOR; [pt] DISTRIBUICOES GEV; [en] DISTRIBUTIONS GEV

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CHAVEZ, C. M. G. (2002). [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CHAVEZ, CHRISTIAM MIGUEL GONZALES. “[en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.” 2002. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CHAVEZ, CHRISTIAM MIGUEL GONZALES. “[en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION.” 2002. Web. 26 Feb 2020.

Vancouver:

CHAVEZ CMG. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CHAVEZ CMG. [en] VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2002. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2908

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

29. RENATA PENNA MONTE RAZO. [en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE.

Degree: 2004, Pontifical Catholic University of Rio de Janeiro

[pt] Esta dissertação tem como objetivo apresentar os principais e mais eficazes métodos de avaliação de impacto de políticas públicas, aplicando-os a um banco de(more)

Subjects/Keywords: [pt] POLITICA PUBLICA; [en] PUBLIC POLICY; [pt] MUNICIPALIZACAO; [en] MUNICIPALIZATION; [pt] AVALIACAO DE IMPACTO; [en] EVALUATION IMPACT

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

RAZO, R. P. M. (2004). [en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5466

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

RAZO, RENATA PENNA MONTE. “[en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE.” 2004. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5466.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

RAZO, RENATA PENNA MONTE. “[en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE.” 2004. Web. 26 Feb 2020.

Vancouver:

RAZO RPM. [en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5466.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

RAZO RPM. [en] THE IMPACT OF THE MUNICIPALIZATION PROCESS ON THE BRAZILIAN BASIC EDUCATION: APPLYING MATCHING WITH DIFERENCES IN DIFERENCES EVALUATION IMPACT TECHNIQUE. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2004. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5466

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

30. RODRIGO GELLI CAVALCANTI. [en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS.

Degree: 2007, Pontifical Catholic University of Rio de Janeiro

[pt] Nesta dissertação avalia-se o grau de associação entre pares de excessos de retornos, simultâneos e defasados no tempo, usando-se o conceito de cópulas. Cópulas… (more)

Subjects/Keywords: [pt] MERCADOS EMERGENTES; [en] EMERGING MARKETS; [pt] COPULAS PARA VALORES EXTREMOS; [en] EXTREME VALUE COPULA; [pt] CONTAGIO; [en] CONTAGIUM; [pt] INTERDEPENDENCIA EXTREMA; [en] EXTREME INTERDEPENDENCE; [pt] DISTRIBUICAO GENERALIZADA DE PARETO; [en] GENERALIZED PARETO DISTRIBUTION

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CAVALCANTI, R. G. (2007). [en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CAVALCANTI, RODRIGO GELLI. “[en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS.” 2007. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed February 26, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CAVALCANTI, RODRIGO GELLI. “[en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS.” 2007. Web. 26 Feb 2020.

Vancouver:

CAVALCANTI RG. [en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. [cited 2020 Feb 26]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CAVALCANTI RG. [en] CONTAGION AND EXTREMAL INTERDEPENDENCE IN EMERGING MARKETS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2007. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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