Browsing Produção Intelectual em Bases Externas by Subject "Economia - Métodos estatísticos"

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A distribuição de probabilidade dos retornos das ações no Brasil: uma abordagem não-paramétrica

Delgado, Sylvia
1995-04-01

In this paper we estimate the probability distribution function of the daily return on stock of four Brazilian companies, using a non-parametric method, namely, the kernel estimator. Besides, as a comparison, we have ...
A study of the Brazilian business cycles (1900 - 2012)

Valls Pereira, Pedro Luiz; Vieira, Heleno Piazentini
2013-11-24

This paper studies the Brazilian business cycles in the period of 1900 to 2012. Since the quarterly series of the actual GDP only starts in 1980 we had to build the series for the period of 1900 to 1979, using the time ...