• A GARCH tutorial with R 

      Perlin, Marcelo Scherer; Mastella, Mauro; Vancin, Daniel Francisco; Ramos, Henrique Pinto (2021) [Artículo de periódico]
      Context: modeling volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: in this tutorial paper, we will address the topic of volatility modeling in R. ...
    • GetHFData : A R package for downloading and aggregating high frequency trading data from Bovespa 

      Perlin, Marcelo Scherer; Ramos, Henrique Pinto (2016) [Artículo de periódico]
      This paper introduces GetHFData, a R package for downloading, importing and aggregating high frequency trading data from the Brazilian nancial market. Based on a set of user choices, the package GetHFData will download the ...
    • The forecasting power of internet search queries in the Brazilian financial market 

      Ramos, Henrique Pinto; Ribeiro, Kadja Katherine Mendes; Perlin, Marcelo Scherer (2017) [Artículo de periódico]
      Purpose: To analyze the predictability of Google’s search queries in the Brazilian financial market. Originality/gap/relevance/implications: Despite a growing foreign literature using Google’s search query data, there is ...