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Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
(Universidade Federal de São Carlos, 2013-04-01) Gasparini, Daniela Caetano de Souza; Milan, Luis Aparecido; https://lattes.cnpq.br/4908545652913892
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized in the financial literature of recent decades. In this paper, we present some heteroscedastic models with regime change, considering that the error component of these models follows Skew Laplace distribution, as well as the process of estimating its parameters via maximum likelihood and Bayesian methods.
Guiné-Bissau/África: diretrizes tecnológicas para uma política habitacional sustentável
(Universidade Federal de São Carlos, 2013-04-01) Seabra, Quintino Augusto Có de; Silva, Ricardo Siloto da; https://lattes.cnpq.br/5346985934880710; https://lattes.cnpq.br/4064489067516895
This research purposed to identify, classify and analyze the technologies and raw materials used in low-income housing, as aid for the definition and implementation of a housing policy that can be incorporated sustainability principles and guidelines. The object of empirical study it's Guinea Bissau, in particular Bissau the main town of the country that is located in West Africa and it has one of the world's lowest Human Development Index HDI . Among the various dimensions that make up sustainability, it was decided to prioritize research in environmental and cultural dimensions, considering the country's social and environmental peculiarities. At the start, warned understanding deeply variables and their parameters that characterize a condition of greater sustainability, always focusing on the specific location. At the same mode, it was made a qualitatively and quantitative survey of technologies and materials usually employed in construction for housing, following, it was held a mutual comparison between those variables, parameters and the information collected about the technologies adopted. Together with the scientific aspect, this research aims also to contribute with technological guidelines for structuring a sustainable housing policy of social interest to Guinea Bissau.