CV Lattes
Fundação Getúlio Vargas (FGV). Escola de Economia de São Paulo (EESP) (Institutional affiliation from the last research proposal) Birthplace: Brazil
graduation at Economia from Universidade Federal de Mato Grosso do Sul (2007) and master's at Economy from Universidade Federal do Rio Grande do Sul (2010). Has experience in Economics, focusing on Quantitative Methods in Economics, acting on the following subjects: modelo black-karasinski, matemática de finanças and calibragem. (Source: Lattes Curriculum)
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This research project aims to extend the standard methodology for price discovery to tackle time-varying information shares. The existent information share measures are constant over time because it assumes a stable contemporaneous correlation between market. However, recent empirical results based on recursive estimates and sample splitting indicate that the contribution to the price dis…
| 1 / 1 | Completed scholarships in Brazil |
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