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A utilização do método wavelets na análise da volatilidade dos preços do petróleo
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2013-11-27)
This work seeks to analyze at different frequencies, the transmission of volatility in the prices of crude oil produced by OPEC members and other producing and exporting countries that are not part of this organization and ...
Temperature-induced spontaneous time-reversal symmetry breaking on the honeycomb lattice
(Amer Physical Soc, 2015-04-30)
Phase transitions involving spontaneous time-reversal symmetry breaking are studied on the honeycomb lattice at finite hole doping with next-nearest-neighbor repulsion. We derive an exact expression for the mean-field ...
Temperature-induced spontaneous time-reversal symmetry breaking on the honeycomb lattice
(2015-04-30)
Phase transitions involving spontaneous time-reversal symmetry breaking are studied on the honeycomb lattice at finite hole doping with next-nearest-neighbor repulsion. We derive an exact expression for the mean-field ...
Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application
(2014-10)
In the current paper, we analyze the relationship amongst the dynamics of a group of selected stock indices using daily data. In order to that, we explore the statistical properties of the series, in particular the existence ...
Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate
(LAR Center Press, 2016-05)
We consider a simple investment project with the following parameters: I>0: Initial outlay which is amortizable in n years; n: Number of years the investment allows production with constant output per year; A>0: Annual ...
Effect of water availability and seed source on physical dormancy break of Vicia villosa ssp. villosa
(2016-09)
Physical dormancy (PY) plays a crucial role in the control of the reseeding process of Vicia villosa Roth, a winter annual species cultivated for pasture and hay, naturalized in several semi-arid temperate agroecosystems. ...
Aetherlike Lorentz-breaking actions
(AMER PHYSICAL SOC, 2010)
We show that CPT-even aetherlike Lorentz-breaking actions, for the scalar and electromagnetic fields, are generated via their appropriate Lorentz-breaking coupling to spinor fields, in three, four, and five space-time ...
Stylized Facts of the Gross National Product of Argentina: 1875 - 1999
(Asociación Argentina de Economía Política, 2002-12)
The stylized facts of macroeconomic time series can be presented by fitting structural time series models. Within this framework, we study the behaviour of the gross national product of Argentina in the long run and provide ...
A test for strong hysteresis in international trade
(2009-08-26)
The article suggests a new test for strong hysteresis in international trade. The variables that capture the effects of hysteresis are based on the model of Dixit (1989) with calibrations using a state-space model to ...
Temperature-induced spontaneous time-reversal symmetry breaking on the honeycomb lattice
(Amer Physical Soc, 2015)