يعرض 1 - 6 نتائج من 6 نتيجة بحث عن '"dos Santos Maciel, Leandro"', وقت الاستعلام: 0.40s تنقيح النتائج
  1. 1
    Academic Journal
    How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality.

    المؤلفون: VILELA DE SALIS, EDUARDO AMORIM1, DOS SANTOS MACIEL, LEANDRO1 leandromaciel@usp.br

    المصدر: Quantitative Finance. Nov2023, Vol. 23 Issue 11, p1637-1658. 22p.

    مصطلحات موضوعية: Prices, Digital currency, Cryptocurrencies, Portfolio performance, Bull markets, Sharpe ratio, Efficient market theory

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  2. 2
    Academic Journal
    Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability

    المؤلفون: dos Santos Maciel, Leandro

    المساهمون: Conselho Nacional de Desenvolvimento Científico e Tecnológico

    المصدر: Global Finance Journal ; volume 58, page 100887 ; ISSN 1044-0283

    الاتاحة: http://dx.doi.org/10.1016/j.gfj.2023.100887
    https://api.elsevier.com/content/article/PII:S1044028323000820?httpAccept=text/xml
    https://api.elsevier.com/content/article/PII:S1044028323000820?httpAccept=text/plain

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  3. 3
    Academic Journal
    Teoria do crescimento liderado pelas exportações: uma avaliação empírica para o Brasil. (Portuguese)

    Alternate Title: Export-led growth theory: an empirical analysis of Brazil. (English)

    المؤلفون: Alves de Oliveira, Pedro Henrique, dos Santos Maciel, Leandro

    المصدر: Economia e Sociedade; ago-dez2021, Vol. 30 Issue 3, p869-886, 28p

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  4. 4
    Academic Journal
    Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence.

    المؤلفون: dos Santos Maciel, Leandro1 maciel@facc.ufrj.br, Ballini, Rosangela2

    المصدر: Revista Contabilidade & Finanças - USP. set-dez2017, Vol. 28 Issue 75, p361-376. 16p.

    مصطلحات موضوعية: *VALUE at risk, *MARKET volatility, *ECONOMIC forecasting, *ASSETS (Accounting), *RATE of return, GARCH model

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  5. 5
    Academic Journal
    Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model.

    Alternate Title: Persistencia de volatilidad y efecto de inventario en los mercados de futuros de granos: evidencia de un modelo recursivo.
    Persistência de volatilidade e efeito de inventário nos mercados de futuros de grãos: evidência de um modelo recursivo.

    المؤلفون: da Silveira, Rodrigo Lanna Franco1 rlanna@unicamp.br, dos Santos Maciel, Leandro2, Mattos, Fabio L.3, Ballini, Rosangela1

    المصدر: Revista de Administração. out-dez2017, Vol. 52 Issue 4, p403-418. 16p.

    مصطلحات موضوعية: *FUTURES market, *FINANCIAL markets, *MARKET volatility, *HEDGING (Finance), SOYBEAN sales & prices

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  6. 6
    Academic Journal
    Apreçamento de opções sobre taxa de câmbio R$/US$ negociadas no Brasil: uma comparação entre os modelos Black e redes neurais artificiais.

    Alternate Title: Pricing R$/USD exchange rate options: a comparison between the Black model and the artificial neural networks model.
    Valoración de opciones sobre tasa de cambio r$/us$ cotizadas en Brasil: una comparación entre los modelos Black y redes neuronales artificiales.

    المؤلفون: dos Santos Maciel, Leandro1 maciel@dca.fee.unicamp.br, Ballini, Rosangela2,3 ballini@eco.unicamp.br, da Silveira, Rodrigo Lanna Franco4 rodrigolanna@eco.unicamp.br

    المصدر: Revista de Administração. jan-mar2012, Vol. 47 Issue 1, p96-111. 16p.

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