Caio Vigo
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Caio Vigo Pereira
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A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S.
Identifying Short Lived Signals in Intraday Foreign Exchange Returns
Exchange Rates in South America’s Emerging Markets
Portfolio Efficiency with High-Dimensional Data as Conditioning Information
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
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