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Leonardo Rocha Souza

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This is information that was supplied by Leonardo Souza in registering through RePEc. If you are Leonardo Rocha Souza , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Leonardo
Middle Name: Rocha
Last Name: Souza
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RePEc Short-ID: pso147

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Affiliation

Department of Economic and Social Affairs
United Nations
Location: New York City, New York (United States)
Homepage: http://www.un.org/esa/
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Handle: RePEc:edi:desunus (more details at EDIRC)

Works

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Working papers

  1. MArcelo Carvalho & MArco Aurelio Freire & Marcelo Cunha Medeiros & Leonardo Souza, 2006. "Modeling and forecasting the volatility of Brazilian asset returns," Textos para discussão 530, Department of Economics PUC-Rio (Brazil).
  2. Veiga, Alvaro & Souza, Leonardo Rocha, 2003. "Using Irregularly Spaced Returns to Estimate Multi-Factor Models: Application to Brazilian Equity Data," Economics Working Papers (Ensaios Economicos da EPGE) 487, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  3. Souza, Leonardo Rocha, 2003. "The Aliasing Effect, the Fejer Kernel and Temporally Aggregated Long Memory Processes," Economics Working Papers (Ensaios Economicos da EPGE) 470, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  4. Soares, Lacir Jorge & Souza, Leonardo Rocha, 2003. "Forecasting Electricity Demand Using Generalized Long Memory," Economics Working Papers (Ensaios Economicos da EPGE) 486, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  5. Souza, Leonardo Rocha & Soares, Lacir Jorge, 2003. "Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil," Economics Working Papers (Ensaios Economicos da EPGE) 491, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  6. Souza, Leonardo Rocha & Smith, Jeremy & Souza, Reinaldo Castro de, 2003. "Convex Combinations of Long Memory Estimates from Different Sampling Rates," Economics Working Papers (Ensaios Economicos da EPGE) 489, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  7. Souza, Leonardo Rocha, 2003. "Temporal Aggregation and Bandwidth Selection in Estimating Long Memory," Economics Working Papers (Ensaios Economicos da EPGE) 478, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  8. Souza, Leonardo Rocha, 2003. "A note on Chambers's "long memory and aggregation in macroeconomic time series"," Economics Working Papers (Ensaios Economicos da EPGE) 503, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  9. Leonardo Souza & Gustavo Raposo, 2003. "Valuing Interest Rates Derivatives," Computing in Economics and Finance 2003 179, Society for Computational Economics.
  10. Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002. "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão 453, Department of Economics PUC-Rio (Brazil).
  11. Alvaro Veiga & Leonardo Souza, 2002. "A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data," Computing in Economics and Finance 2002 280, Society for Computational Economics.

Articles

  1. Leonardo Rocha Souza, 2008. "Why Aggregate Long Memory Time Series?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 298-316.
  2. Leonardo Rocha Souza, 2007. "Temporal Aggregation and Bandwidth selection in estimating long memory," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(5), pages 701-722, 09.
  3. Rocha Souza, Leonardo & Jorge Soares, Lacir, 2007. "Electricity rationing and public response," Energy Economics, Elsevier, vol. 29(2), pages 296-311, March.
  4. Leonardo Souza & Jeremy Smith & Reinaldo Souza, 2006. "Convex combinations of long memory estimates from different sampling rates," Computational Statistics, Springer, vol. 21(3), pages 399-413, December.
  5. Soares, Lacir Jorge & Souza, Leonardo Rocha, 2006. "Forecasting electricity demand using generalized long memory," International Journal of Forecasting, Elsevier, vol. 22(1), pages 17-28.
  6. Alvaro Veiga & Leonardo Souza, 2006. "Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 605-626.
  7. Leonardo Rocha Souza, 2005. "A Note On Chambers'S "Long Memory And Aggregation In Macroeconomic Time Series"," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 1059-1062, 08.
  8. Souza, Leonardo R. & Smith, Jeremy, 2004. "Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study," International Journal of Forecasting, Elsevier, vol. 20(3), pages 487-502.
  9. Souza, Leonardo R. & Smith, Jeremy, 2002. "Bias in the memory parameter for different sampling rates," International Journal of Forecasting, Elsevier, vol. 18(2), pages 299-313.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2002-04-25 2004-06-09 2004-06-09 2004-06-09. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2002-04-25 2004-06-02 2004-06-02 2004-06-02 2004-06-02 2006-12-01. Author is listed
  3. NEP-FIN: Finance (1) 2004-06-02
  4. NEP-FOR: Forecasting (1) 2006-12-01
  5. NEP-LAB: Labour Economics (1) 2002-04-25
  6. NEP-MST: Market Microstructure (1) 2006-12-01
  7. NEP-RMG: Risk Management (1) 2006-12-01

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