Browsing Exact and Earth Sciences by Subject "Econometria"
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A comparison study of copula models for European Financial Index Returns
(2017) [Journal article]In this paper, we introduce a new approach to modeling dependence between international financial returns over time, combining time-varying copulas and the Markov switching model. We apply these copula models and also those ... -
Econometria e verificabilidade de teorias econômicas
(1990) [Journal article]Resumo não disponível -
Econometria e verificação de teorias econômicas
(1993) [Journal article]O artigo mostra que a necessidade do uso de testes estatísticos introduz no processo de avaliação empírica de teorias econômicas um tipo especial de inconclusividade, que deslegitima tanto a confirmação a la Camap como a ... -
Effects of IFRS on accounting information quality : evidence for Brazil
(2017) [Journal article]Understanding the effects of the International Financial Reporting Standards (IFRS) on accounting quality is fundamental for policy makers and financial market players in general. This paper analyzes whether the adoption ...