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Fórmula de valoração racional (RVF) e variabilidade no tempo das taxas de retorno de ativos no Brasil
(Universidade Presbiteriana Mackenzie, 2011-08-22)
Rational valuation formula and time varying cointegration are the main thesis´ concepts, under the Muth´s (MUTH, 1961) rational expectations and theory of price movements as underlying theory, and also testing the null of ...
Uma investigação sobre modelos de previsão da inflação brasileira
(Universidade Presbiteriana Mackenzie, 2017-04-11)
The present thesis performs a pseudo real time study on the predictability of Brazilian inflation, measured by the IPCA, using data from January 1995 to December 2015. The main objective of the study is to compare the ...
Delimitação de mercado usando testes baseados em preço: uma análise econométrica
(Universidade Presbiteriana Mackenzie, 2011-02-17)
The competitive strategy of a firm is defined by choosing one alternative over the rivals, from differentiated activities set to deliver a product or service (strategic positioning). If firms cooperate or collude with each ...