In this paper are analyzed eleven stock market indices in order to conclude about their integration orders. With this objective in mind, three tests are performed. The first test, is the standard Augmented Dickey-Fuller ...

Abstract: Quality is a necessary feature to be achieved by a system or application after its development is completed. Tests contribute to software quality, but testing is a process that requires much time. This process ...

Essa tese é composta de dois ensaios sobre séries de tempo integradas ou quase-integradas cujo suporte é limitado de alguma forma. O primeiro capítulo introduz as séries em questão no âmbito multivariado, analisando sob ...

Operational Research (OR) models usually deal with uncertain, changing requirements. This leads to a continuous process of adapting and reworking the mathematical code. However, there are scarce mechanisms to control its ...

The purpose of this paper is to test the hypothesis of long-run purchasing power parity (PPP) for all Latin American countries. These countries share similar economic history and contagious effects from currency crises, ...