Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por autor "Flôres Junior, Renato Galvão"

Itens para a visualização no momento 41-43 of 43

    • Trade or investment? location decisions under regional integration 

      Cavalcanti, Marco Antonio Freitas de Hollanda; Flôres Junior, Renato Galvão
      1995-01
      This paper studies the production and trade patterns that may arise between two different countries if plant location is introduced as a first step in the producers' decision making. A three-stage game is used: the first ...

    • Variáveis intrumentais e o MGM: uso de momentos condicionais 

      Flôres Junior, Renato Galvão
      2003-11-01
      This text presents how the Generalised Method of Moments (GMM) can be used to derive instrumental variables estimators for linear and non-linear models. It makes for a chapter of a work (textbook) in progress.

    • Volatility modelling in the forex market: an empirical evaluation 

      Roche, Bruno B.; Flôres Junior, Renato Galvão
      1999-10
      We compare three frequently used volatility modelling techniques: GARCH, Markovian switching and cumulative daily volatility models. Our primary goal is to highlight a practical and systematic way to measure the relative ...